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20d Cigarette lit for gang leader (5)
21d Have another go at soak: start off avoiding alcohol (5)
26a Cute daughter, very dark (5)

I have FAGIN RETRY DINGY
Can't quite work them all out. Any help appreciated.

21 soak = RET, + (d)RY
26 D(aughter) + INKY = DINKY,, cute.

26 Dinky - cute. It's 'd' for daughter and 'inky; very dark.

20 Fag is cigarette and in just means liy.

2` have another go - retry

Soak - RET
Start off avoiding alcohol - (D)Ry

Cigarette FAG - if it's lit, then it's said to be IN

Fagin was the gang leader in Oliver Twist

Other one is DINKY - D = Daughter + Inky (very dark)

Wow! quick & brilliant answers! Thank you all and a very happy New Year!!