Wind, one penetrating church recess (7)
I believe the answer is:
chinook
'wind' is the definition.
(chinook wind is a kind of wind)
'one penetrating church recess' is the wordplay.
'one' becomes 'i' (Roman numeral).
'penetrating' indicates putting letters inside.
'church' becomes 'ch' (common abbreviation).
'recess' becomes 'nook' (I've seen this before).
'ch'+'nook'='chnook'
'i' inserted into 'chnook' is 'CHINOOK'.
(Other definitions for chinook that I've seen before include "O in hock (anag)" , "warm one" , "Warm dry wind of the Rockies - large Pacific salmon" , "North American wind, native or language" , "Arctic wind" .)