Grim, going back, turn in the gun (4)
I believe the answer is:
dour
'grim' is the definition.
('dour' can be a synonym of 'grim')
'going back turn in the gun' is the wordplay.
'going back' says the letters should be written in reverse.
'turn' becomes 'u' (a 'U-turn' is a kind of turn).
'in the' means one lot of letters goes inside another.
'gun' becomes 'rod' (rod is a kind of gun**).
'u' going into 'rod' is 'ruod'.
'ruod' back-to-front is 'DOUR'.
(Other definitions for dour that I've seen before include "Severe, gloomy-looking" , "Obstinate - grim" , "Stern, humourless" , "Stern and forbidding" , "Uncompromising" .)