At first, Lady Astor put out cheese (4,5)
I believe the answer is:
port salut
'cheese' is the definition.
(I've seen this before)
'at first lady astor put out' is the wordplay.
'at first' suggests taking the first letters.
'out' is an anagram indicator (out can mean wrong or inaccurate).
The initial letter of 'lady' is 'l'.
'l'+'astor'+'put'='lastorput'
'lastorput' is an anagram of 'PORT-SALUT'.
(Other definitions for port salut that I've seen before include "Type of French cheese" , "mild cheese" .)