German short story set in European capital at the end of winter (8)
I believe the answer is:
berliner
'german' is the definition.
(someone from Berlin)
'short story set in european capital at the end of winter' is the wordplay.
'short' means to remove the last letter.
'story' becomes 'lie' (story can mean a fabrication).
'set in' indicates putting letters inside.
'european capital' becomes 'berne' (I've seen this in another clue).
'at the end of' suggests the final letters.
The last letter of 'winter' is 'r'.
'lie' with its last letter removed is 'li'.
'li' inserted inside 'berne' is 'berline'.
'berline'+'r'='BERLINER'
(Other definitions for berliner that I've seen before include "capital chap" , "Person from the German capital" , "European citizen < in trio" , "Citizen of Germany's capital" , "German capitalist" .)