Grating, cook last of cheese (6)
I believe the answer is:
grille
'grating' is the definition.
(a grille is a grating made of metal bars)
'cook last of cheese' is the wordplay.
'cook' becomes 'grill' (grilling is a form of cooking).
'last of' indicates one should take the final letters.
The final letter of 'cheese' is 'e'.
'grill'+'e'='GRILLE'
(Other definitions for grille that I've seen before include "part of the barbecue" , "Frame of bars" , "A metal grating in door or window" , "It affords ventilation" , "Partition" .)