Gruesome times for holy learner to join religious journeys (11)

I believe the answer is:

pilgrimages

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'journeys' is the definition.
(I know this)

'gruesome times' is the wordplay.
'gruesome' becomes 'pilgrim' (I can't explain this - if you can you should give a lot more credence to this answer).
'times' becomes 'ages' (age is a kind of time).
'pilgrim'+'ages'='PILGRIMAGES'

'for holy learner to join religious' is the link.
I am not very happy about this link. Some or all of it may be part of another bit of the clue.

Can you help me to learn more?

(Another definition for pilgrimages that I've seen is " journeys to shrines".)

I've seen this clue in The Times.

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