French composer keeps finale to another work of parody (6)
I believe the answer is:
satire
'work of parody' is the definition.
(a satire might be parodic)
'french composer keeps finale to another' is the wordplay.
'french composer' becomes 'satie' (French composer Erik Satie, 1866-1925).
'keeps' is an insertion indicator.
'finale to' indicates one should take the final letters.
The final letter of 'another' is 'r'.
'satie' enclosing 'r' is 'SATIRE'.
(Other definitions for satire that I've seen before include "Writings ridiculing vice and folly" , "Humouous piece which ricicules" , "Humorous criticism of folly or vice" , "Parody, spoof" , "Language saying one thing but implying the opposite" .)