The most common and most likely answer to this crossword clue is the 5 letter word SOUSE
I've seen this crossword clue in The Times
S
O
U
S
E
More clues leading to the result SOUSE
Buddy explains!

The straight part
We know that "cook in marinade" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case cook in marinade = souse.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 SOUSE mean?
SOUSE noun- Something kept or steeped in brine
- The act of sousing; a plunging into water.
- A person suffering from alcoholism.
- To immerse in liquid; to steep or drench.
- To steep in brine; to pickle.
- The act of sousing, or swooping.
- A heavy blow.
- To strike, beat.
- To fall heavily.
- To pounce upon.
- A sou (the French coin).
- A small amount.