Wind cutting through walker's wet-weather gear (6)
I believe the answer is:
brolly
'walker's wet-weather gear' is the definition.
(term for umbrella)
'wind cutting through' is the wordplay.
'wind' becomes 'roll' ('roll' can be a synonym of 'wind').
'cutting' is an insertion indicator (some letters cut their way into a word).
'through' becomes 'by'.
'roll' put into 'by' is 'BROLLY'.
(Other definitions for brolly that I've seen before include "Portable rain-shield (abbr.)" , "Umbrella (colloq.)" , "Umbrella (informal)" , "Cover for head" , "Familiar umbrella - a small one?" .)