Grand individual no longer with us (4)
I believe the answer is:
gone
'no longer with us' is the definition.
(I've seen this in another clue)
'grand individual' is the wordplay.
'grand' becomes 'g' (G is short for grand as in a thousand).
'individual' becomes 'one' (an individual is one person).
'g'+'one'='GONE'
(Other definitions for gone that I've seen before include "Departed, left" , "Departed or dead" , "Moved - died" , "Departed, disappeared" , "Well in the past" .)