'We're N.I.C.E. Health questionable? Exercise!' (9-5)

I believe the answer is:

catherine wheel

I'm a little stuck... Click here to teach me more about this clue!

'exercise' is the definition.
I don't know anything about this answer so I cannot tell whether it can be defined by this definition.

'we're n i c e health questionable?' is the wordplay.
'questionable?' indicates an anagram (I've seen 'questionable' mean this).
'were'+'n'+'i'+'c'+'e'+'health'='werenicehealth'
'werenicehealth' anagrammed gives 'CATHERINE-WHEEL'.

Can you help me to learn more?

(Other definitions for catherine wheel that I've seen before include "sparkling ring" , "revolver" , "Rotary firework" , "Spinner producing spectacular display" .)

I've seen this clue in The Everyman puzzle in The Observer.

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