Threaten to destroy bug (8)
I believe the answer is:
endanger
'threaten' is the definition.
(I know that threaten can be written as endanger)
'destroy bug' is the wordplay.
'destroy' becomes 'end' (I've seen this in another clue).
'bug' becomes 'anger' (both can mean to annoy).
'end'+'anger'='ENDANGER'
'to' is the link.
(Other definitions for endanger that I've seen before include "Pose a threat to" , "Threaten" , "To put one at risk" , "Put someone at risk" , "Dan Green (anag.)" .)