Substance burnt in church? Not something evangelicals initiated! (7)
I believe the answer is:
incense
'substance burnt' is the definition.
'in church? not something evangelicals initiated' is the wordplay.
'church?' becomes 'ce' (abbreviation for Church of England).
'initiated' suggests taking the first letters.
The first letters of 'not something evangelicals' is 'nse'.
'in'+'ce'+'nse'='INCENSE'
(Other definitions for incense that I've seen before include "Sweet-smelling spice" , "Perfume; enrage" , "A High Church feature" , "It produces a fragrant smell when burned" , "Exasperate" .)