Bar room finally has cordon bleu cooking (4)
I believe the answer is:
snug
'bar room' is the definition.
(a snug is a warm room in a pub)
'finally has cordon bleu cooking' is the wordplay.
'finally' suggests the final letters.
The last letters of 'has cordon bleu cooking' are 'SNUG'.
(Other definitions for snug that I've seen before include "Comfortabel with guns" , "Bar-parlour" , "Intimate" , "Close-fitting and cosy" , "Compact" .)