Winged insect munches dog-ends gladly

I believe the answer is:

daddylonglegs

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'winged insect' is the definition.
'daddy long legs' can be an answer for 'insect' (I've seen this before). I'm not certain of the 'winged' bit.

'munches dog-ends gladly' is the wordplay.
'munches' indicates an anagram (I've seen 'munched' mean this (letters munched or crushed into a new order)).
'dog'+'ends'+'gladly'='dogendsgladly'
'dogendsgladly' with letters rearranged gives 'DADDY-LONGLEGS'.

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I've seen this clue in The Daily Mail.

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