Okay anagram of rules with "I go" round "I" for institute set in.
RELIGIOUS - but - where is the definition? Religious can mean someone who walks as in pilgrim. But that is in the clue already.
Thanks Lie-in King, I found the piece wilfully obscure/obtuse but battled to a solution. It's hard to credit the definition being absent but I suppose a paper that gives such lousy remaindered prizes for solving the thing, is capable of any dastardly deed.
Davidas
Unkind remark for the paper that provides the best on-line crossword service bar none. But this was a particularly obscure crossword which deserves some negative feedback.