The completed grid looks like this:

>! [![enter image description here][1]][1]

Clue explanations:

>! 1. You gaped about all the red-heads making [play for Nigel] (7) **THEATRE** = THEE ("you") around A(ll) T(he) R(ed) (UK spelling since 'Nigel' is stereotypically a British name)  
>!  
>! 2. [Beginning of life] is [not elegant, perhaps]? (7) **INFANCY** = ddef (INFANCY and IN-FANCY)  
>!  
>! 3. Micro-prefix is assuming data rounded up to [old length] (7) **[STADIUM](https://www.merriam-webster.com/dictionary/stadium)** = ([MU](https://en.wikipedia.org/wiki/Mu_(letter)) + IS containing DAT(a))<  
>!  
>! 4. [Put up] two pints and wine, liquor dregs (7) **[QUARTER](https://www.merriam-webster.com/dictionary/quarter)** (in the 'lodging' sense of the word) = [QUART](https://www.merriam-webster.com/dictionary/quart) ("two pints") + (win)E + (liquo)R  
>!  
>! 5. Without Henry, Chad, Earl suffered from [depression] (7) **[CALDERA](https://www.merriam-webster.com/dictionary/caldera)** = C(h)ADEARL*  
>!  
>! 6. [Thief]'s gang about to get ready (7) **[BRIGAND](https://www.merriam-webster.com/dictionary/brigand)** = RIG ("get ready") in BAND ("gang")  
>!  
>! 7. [Life in one cell] is for artistic, big-hearted? (7) **[PROTIST](https://www.merriam-webster.com/dictionary/protist)** = PRO ("for") + (ar)TIST(ic)  
>!  
>! 8. I am in Arizona? Utah? without a [bearing] (7) **[AZIMUTH](https://www.merriam-webster.com/dictionary/azimuth)** = AZ (Arizona short code) + IM ("I'm") + UT(a)H   
>!  
>! 9. Barking pinscher overtakes [drug lord] (7) **KINGPIN** = _KING PIN_  
>!  
>! 10. [The most efficient] choose one virtual terminal supporting multimedia shell (7) **OPTIMAL** = OPT ("choose") + I ("one") + M(ultimedi)A + (virtua)L

  [1]: https://i.sstatic.net/16j1W.png