Crooked piece of out-of-the-way gambling (4)
I believe the answer is:
bent
'crooked piece' is the definition.
'bent' can be an answer for 'crooked' (I've seen this before). I'm not certain of the 'piece' bit.
'out-of-the-way gambling' is the wordplay.
'out of' means one lot of letters goes inside another (some letters on the outside of others).
'the way' becomes 'n' (Compass direction - North).
'gambling' becomes 'bet' (bet is a kind of gambling).
'n' inserted into 'bet' is 'BENT'.
'of' is the link.
Can you help me to learn more?
(Other definitions for bent that I've seen before include "Natural skill to be slangily dishonest?" , "Propensity, preference" , "leaning" , "Dishonest - inclination" , "Personal inclination" .)