Give finale that's painful (5)
I believe the answer is:
endow
'give' is the definition.
(endow can mean to give or bestow)
'finale that's painful' is the wordplay.
'finale' becomes 'end' (I've seen this before).
'that's painful' becomes 'ow' (I've seen this in other clues).
'end'+'ow'='ENDOW'
(Other definitions for endow that I've seen before include "Provide with a permanent income, say a school" , "Bequeath or give an income or property to" , "Establish (university post) by giving funds" , "provide permanent finance for ..." , "Bestow" .)