Daily delay, say, in heavy object (11)
I believe the answer is:
'heavy object' is the definition.
'daily delay say' is the wordplay.
'daily' becomes 'paper' (newspaper).
'delay' becomes 'wait' (synonyms).
'say' shows a homophone (sound like).
'wait' is a homophone of 'weight'.
'in' acts as a link.
(Other definitions for paperweight that I've seen before include "Heavy desk object" , "Desktop item" , "One used to press leaves" , "One secures documents" , "One keeps leaves" .)