Inside DEFINE method first please call the super class as below and then your custom code.
method DEFINE.
DATA:lo_entity_type TYPE REF TO /iwbep/if_mgw_odata_entity_typ.
super->define( ).
***************************************************************************************************************
* ENTITY - Deep Entity
***************************************************************************************************************
lo_entity_type = model->get_entity_type( iv_entity_name = 'HeaderPDESet' ).
lo_entity_type->bind_structure( iv_structure_name = 'ZCL_Z_PDE_CREATE_MPC_EXT=>TS_DEEP_ENTITY' ).
endmethod.