Recently stolen or cooked (3)
I believe the answer is:
hot
I believe this is a double definition.
'recently stolen' is the first definition.
(stolen goods are described as hot)
'cooked' is the second definition.
(hot from cooking)
'or' is the link.
(Other definitions for hot that I've seen before include "Under the collar, it means anger" , "Angry or very warm" , "Flaming - spicy" , "Flaming - stolen" , "recently stolen" .)