Burn end of finger in water vapour (6)
I believe the answer is:
stream
'burn' is the definition.
(burn is a Scottish dialect word for a stream)
'end of finger in water vapour' is the wordplay.
'end of' says to take the final letters.
'in' indicates putting letters inside.
'water vapour' becomes 'steam' (steam from boiling water).
The last letter of 'finger' is 'r'.
'r' going inside 'steam' is 'STREAM'.
(Other definitions for stream that I've seen before include "Transmit music or video online" , "River - current" , "Constant flow of liquid" , "Small narrow flow" , "Moving water" .)