Possible Clues:

• 'Siesta' — PC device for one dodging reality
• I fantasise about tucking into freshly-made pasties
• One getting away in patched-up spacesuit, taking third place in shuttle
• Key American on endless ski run's a Walter Mitty type
• One's cap is thrown — just some person having fantasies
• One invested in different aspects showing literary style
• One living in a fantasy world
• One trying to get away from caps and ties
• Headgear is in the set for Houdini
• One who lives in dreamland, a fantasist