Wee puzzle set by unfamiliar Scotsman (5,6)

I believe the answer is:

jimmy riddle

'wee' is the definition.
(Cockney rhyming slang for 'piddle')

'puzzle set by unfamiliar scotsman' is the wordplay.
'puzzle' becomes 'riddle' (riddling is a kind of puzzling).
'set by' is a charade indicator (letters next to each other).
'unfamiliar scotsman' becomes 'jimmy' (way of addressing a stranger in Scottish dialect).
'riddle' after 'jimmy' is 'JIMMY RIDDLE'.

I've seen this clue in The Independent.

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