Why Times puzzle's about to frustrate (6)
I believe the answer is:
stymie
'frustrate' is the definition.
(thesaurus)
'why times puzzle's about' is the wordplay.
'why' becomes 'y'.
'puzzle's' is an anagram indicator (I've seen 'puzzle' mean this).
'about' is an insertion indicator.
'times' with letters rearranged gives 'stmie'.
'y' going inside 'stmie' is 'STYMIE'.
'to' is the link.
(Other definitions for stymie that I've seen before include "Hinder, obstruct, thwart" , "Block or thwart, perhaps in golf" , "Frustrate" , "Block the path of, as on golf green" , "Thwart, foil" .)