Grating last of cheese, following cook (6)
I believe the answer is:
grille
'grating' is the definition.
(a grille is a grating made of metal bars)
'last of cheese following cook' is the wordplay.
'last of' says to take the final letters.
'following' is a charade indicator (letters next to each other).
'cook' becomes 'grill' (grilling is a form of cooking).
The last letter of 'cheese' is 'e'.
'e' put after 'grill' is 'GRILLE'.
(Other definitions for grille that I've seen before include "Grating, metal screen" , "part of the barbecue" , "A metal grating in door or window" , "Partition" , "Part of an air-cooling system" .)