Sin with with Romeo on grass initially (5)
I believe the answer is:
'sin' is the definition.
(I've seen this in another clue)
'with romeo on grass initially' is the wordplay.
'with' becomes 'w' (abbreviation).
'romeo' becomes 'R' (phonetic alphabet: alpha, bravo, charlie etc.).
'initially' suggests taking the first letters.
The first letter of 'grass' is 'g'.
'with' acts as a link.
(Other definitions for wrong that I've seen before include "Erroneous" , "Incorrect, illegal or immoral" , "Treat unjustly" , "Unjust - incorrect" , "Injury - incorrect" .)