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Dear — a thousand for instrument that's not the largest (4,5)

Ross

I believe the answer is:

baby grand

I'm a little stuck... Click here to teach me more about this clue!

'instrument that's not the largest' is the definition.
I can't judge whether this defines the answer.

'dear a thousand' is the wordplay.
'dear' becomes 'baby' (I can't explain this - if you can you should believe this answer much more).
'a thousand' becomes 'grand' ('grand' can be a synonym of 'thousand').
'baby'+'grand'='BABY GRAND'

'for' acts as a link.

Can you help me to learn more?

(Other definitions for baby grand that I've seen before include "Small, non-upright piano" , "message of proud new parents?" , "Type of piano" , "Smaller piano" , "Infant piano?" .)

I've seen this clue in The Times.
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