Something hairy to eat? (3)

I believe the answer is:

bun

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If this is the answer, I'm afraid I cannot explain it.

(Other definitions for bun that I've seen before include "Hairstyle, cake" , "Small rounded bread or cake" , "Small cake - tied-up hair" , "Small cake; hair style" , "Sweet roll and hairstyle" .)

I've seen this clue in the Evening Standard.

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