Gamble to avoid heading for rocks (3)
I believe the answer is:
ice
'rocks' is the definition.
(both can informally mean diamonds)
'gamble to avoid heading' is the wordplay.
'gamble' becomes 'dice' (gamble with dice).
'to avoid heading' means to remove the first letter.
'dice' with its initial letter taken off is 'ICE'.
'for' is the link.
(Other definitions for ice that I've seen before include "Glaze" , "Decorate a cake" , "Girl's best friends" , "Reserve" , "Diamonds (sl)" .)