Find Annie had cooked some smoked fish (6,6)

I believe the answer is:

finnan haddie

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'some smoked fish' is the definition.
'finnan haddie' can be an answer for 'fish' (finnan haddie is a kind of fish). I'm not sure about the 'some smoked' bit.

'find annie had cooked' is the wordplay.
'cooked' indicates an anagram.
'find'+'annie'+'had'='findanniehad'
'findanniehad' is an anagram of 'FINNAN HADDIE'.

Can you help me to learn more?

I've seen this clue in the Sydney Morning Herald.

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