Glass thats a nuisance, say (4)
I believe the answer is:
pane
'glass' is the definition.
(I've seen this before)
'a nuisance say' is the wordplay.
'a nuisance' becomes 'pain' ('pain' can be a synonym of 'nuisance').
'say' indicates a 'sounds like' (homophone) clue.
'pain' is a homophone of 'PANE'.
'thats' is the link.
(Other definitions for pane that I've seen before include "Panel of glass" , "Piece of glass in window" , "Single sheet of glass in a window" .)