Lady going round bed with cheese (7)
I believe the answer is:
ricotta
'cheese' is the definition.
(ricotta is a kind of cheese)
'lady going round bed' is the wordplay.
'lady' becomes 'rita' (**).
'going round' indicates putting letters inside.
'bed' becomes 'cot' (cot is a kind of bed).
'rita' placed around 'cot' is 'RICOTTA'.
'with' acts as a link.
(Other definitions for ricotta that I've seen before include "dairy produce" , "Read the riot act about the cheese" , "Italian 8 across" , "Soft white cheese used in Italian cooking" , "Italian 4 across" .)