any ideas what it could be?

One or two things it could be. Firstly it could be a wheel bearing and secondly it could be worn brake pads. Our car recently made a grinding noise and it was the brake pad that had worn down very low & the backing pad was touching the raised edge of the disk. I replaced both the disks & pads which is an easy job.

The bearing replacement should also be relatively straight forward but I haven't had to this on a Clio (yet!).

Hope this helps

It could be the brake 'binding', where brake has seized up and doesn't release after brake has been applied.

Mine had the problem on the near side brake earlier in the year, it was a case of taking the brake pads & capliper off & carefully greasing up the sliding mechanism so it frees up and opens & closes as it should.

Didn't notice if it was affected on left or right turn though.

Hope I haven't posted 'useless info'
Good luck.