Cosy in US, indulge every so often (4)
I believe the answer is:
snug
'cosy' is the definition.
(I know that cosy can be written as snug)
'us indulge every so often' is the wordplay.
'every so often' means one should take alternating letters.
'us'+'indulge'='usindulge'
The alternating letters of 'usindulge' are 'SNUG'.
'in' acts as a link.
(Other definitions for snug that I've seen before include "joiner" , "Comfortable with guns" , "He joined" , "Close-fitting and cosy" , "Compact" .)