Greek letter in religious painting, not the consonant (3)
I believe the answer is:
eta
'greek letter' is the definition.
(letter from the Greek alphabet)
'religious painting not the consonant' is the wordplay.
'religious painting' becomes 'pieta' (type of painting of Mary with Jesus' body).
'not' suggests deleting specific letters.
'the consonant' becomes 'pi' (pi is a Greek consonant).
'pieta' with 'pi' taken out is 'ETA'.
'in' is the link.
(Other definitions for eta that I've seen before include "European separatists, initially" , "When's end of journey predicted" , "Greek letter E; estimated time of arrival (abbr.)" , "When you'd expect to see" , "Foreign letter" .)