Thug? That's a tricky question (7)
I believe the answer is:
toughie
'a tricky question' is the definition.
'thug? that's' is the wordplay.
'thug?' becomes 'tough' ('tough' can be a synonym of 'thug'**).
'that's' becomes 'ie'.
'tough'+'ie'='TOUGHIE'
(Other definitions for toughie that I've seen before include "poser" , "DT's new difficult crossword" , "A difficult test" , "Yob" , "teaser" .)