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Mangled cry of pain making bun, perhaps.(4)

I think this would be okay as it's definition by example.

I agree with Guy that "Mangled cry of pain making bun, perhaps" wouldn't be accepted even with the indicated DBE. An indirect anagram has several possibilities (here, YOWL? YELP? HOWL? WAIL?) and you'd have to go through a tedious trial-and-error process to solve the clue. This example is solvable as there aren't all that many possibilities, but an indirect anagram of a 4- or 5-letter bird, tree, city etc. would be a nightmare!

I don't have a problem with initial/final letter anagrams provided it's clearly indicated, though.

My understanding is that indirect anagrams are simply forbidden in cryptic crosswords, full stop. I must have done thousands of crosswords in various publications and I've never come across one that I can recall. I'd be pretty miffed if one turned up, because I simply don't look for them.

My rule of thumb has always been "for an anagram, all the letters must appear in the clue". That doesn't rule out the type of clue discussed in this thread, but it does rule out indirect anagrams.

Agree, though with the exception of the ‘Wee Stinker’ ;-)