Wintry object in cold here the Parisian seizes (6)
I believe the answer is:
icicle
'wintry object' is the definition.
(icicles occur in low temperatures)
'cold here the parisian seizes' is the wordplay.
'cold' becomes 'c' (eg on taps).
'here the parisian' becomes 'ici le' ('here' and 'the' in French).
'seizes' is an insertion indicator.
'c' placed inside 'icile' is 'ICICLE'.
'in' is the link.
(Other definitions for icicle that I've seen before include "Hanging piece of frozen water" , "Spear of ice" , "A pendant spike of frozen water" , "Stick of frozen water" , "Frozen water drops" .)