Try Southern baking (4)
I believe the answer is:
shot
'try' is the definition.
(shot is a kind of try)
'southern baking' is the wordplay.
'southern' becomes 's' (abbreviation).
'baking' becomes 'hot' ('hot' can be similar in meaning to 'baking').
's'+'hot'='SHOT'
(Other definitions for shot that I've seen before include "[FILM]" , "Sent a bullet" , "Try -- ammunition" , "Gunned down - go - guess" , "Wounded" .)