I have some great sax samples that are audio clips.  I want to but a slight pitch bend at the front of some of the clips.  If it was  midi samples I would use a pitch wheel, but that obviously does not work with an audio clip... or does it ?  May not be possible but perhaps someone smarter than me has tried it and figured it out.

I have never bent an audio clip. If I had to right now, I could think of two different ways.
1. Use Melodyne
2. Put the notes to bend on a separate track, and then use a pitch audio effect just on that track and blend into the main track (cross fade) when you need to give a gliding effect.
...and a third method:
3. Figure out some way to add a pitch pitch effect to the track that could then be manipulated with an envelope. This actually would be the best way if possible, but a one-minute search does not reveal one to me. As you suggest, maybe someone has done this before and has a better answer. Good luck!

Load into Dimension Pro, Rapture, etc. Trigger the clip with a sustained MIDI note, then add pitch bend using the wheel. If this changes the initial note's length, split it, then use DSP to lengthen or shorter.
 
Or open in Sound Forge, and use the pitch bend DSP.

Audacity (free):
https://manual.audacityteam.org/man/sliding_time_scale_pitch_shift.html

Melodyne approach is a good idea.  Will try that. Thanks.

 
Have you tried to do it manually?

 

slartabartfast
 
Have you tried to do it manually?

 

I'm guessing the stopwatch is to get the tempo correct...