What's used in ceremonial — a thick stick (5)
I believe the answer is:
lathi
'stick' is the definition.
(I know that lathi is a type of club)
'what's used in ceremonial a thick' is the wordplay.
'what's used in' says the answer is hidden in the clue.
'LATHI' can be found hidden inside 'ceremonial a thick'.
(Other definitions for lathi that I've seen before include "instrument of punishment" , "Indian policeman's stick" , "Long, heavy stick" , "may give wallop to dacoit" , "club in India" .)