Last three: will no doubt kick myself!
3d: What (in play) of the Sun, heartlessly roaming after pointy stag? (5,4): ROYAL _U_T (HUNT? If so, how/why?)
21d: Wasted opportunity with almost complete mushroom (4,2): _L_W _ _ (looks like BLEW IT, but can't see why). Last letter of this clue is first letter of:
28a: Parliament, centre of dirty dogs, keeping back grass (7): (T?)_N_A_D
Thanks dzug & rainblue. I hate, and thus know nothing about, mushrooms! As for the clue for the IOM parliament, that's got to be one of Araucaria's dodgiest yet (and he's had a few)! Conflating dirty/dogs and then picking the middle three letters is really stretching it!