A hot pie I baked in the country (8)
I believe the answer is:
ethiopia
'the country' is the definition.
(Ethiopia is an example)
'a hot pie i baked' is the wordplay.
'baked' indicates an anagram.
'a'+'hot'+'pie'+'i'='ahotpiei'
'ahotpiei' is an anagram of 'ETHIOPIA'.
'in' is the link.
(Other definitions for ethiopia that I've seen before include "Where Haile Selassie was once emperor" , "African nation" , "Landlocked Afr. country" , "Northeast African country" , "Tie a Hopi up in Africa" .)