Brought to guillotine at last, head rolling in European city (5)
I believe the answer is:
essen
'european city' is the definition.
(I've seen this before)
'brought to guillotine at last head rolling' is the wordplay.
'brought to' is a charade indicator (letters next to each other).
'at last' indicates one should take the final letters.
'head' becomes 'ness' (ness is a headland).
'rolling' says the letters should be written backwards.
The final letter of 'guillotine' is 'e'.
'ness' backwards is 'ssen'.
'e' put next to 'ssen' is 'ESSEN'.
'in' is the link.
(Other definitions for essen that I've seen before include "German place name" , "Industrial city of northwest Germany" , "European city" , "German industrial centre" , "Industrial centre of the Ruhr" .)