The most common and most likely answer to this crossword clue is the 3 letter word AUK
I've seen this crossword clue in Financial Times
A
U
K
More clues leading to the result AUK
Buddy explains!
The straight part
We know that "winter visitor to our shores" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case winter visitor to our shores = auk.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does AUK mean?
AUK noun- Any of several species of Arctic sea birds of the family Alcidae.