Woman martyred with stiletto or revolver perhaps during annual festivities (9,5)
I believe the answer is:
catherine wheel
'revolver perhaps during annual festivities' is the definition.
I can't tell whether this definition defines the answer.
'woman martyred with stiletto' is the wordplay.
'woman' becomes 'cath' (short for Catherine).
'martyred' becomes 'erine' (I can't justify this - if you can you should believe this answer much more).
'with' becomes 'w' (short for with).
'stiletto' becomes 'heel'.
'cath'+'erine'+'w'+'heel'='CATHERINE-WHEEL'
'or' acts as a link.
Can you help me to learn more?
(Other definitions for catherine wheel that I've seen before include "sparkling ring" , "revolver" , "Spinner producing spectacular display" , "Rotary firework" .)