Iron, thanks to cheese (4)
I believe the answer is:
feta
'cheese' is the definition.
(I've seen this before)
'iron thanks' is the wordplay.
'iron' becomes 'fe' (Fe is the chemical symbol for iron).
'thanks' becomes 'ta' (UK informal version of 'thank you').
'fe'+'ta'='FETA'
'to' is the link.
(Other definitions for feta that I've seen before include "Greek dairy product" , "Soft Greek cheese" , "White and salty goat or sheep cheese" , "Greek cheese from goat or sheep milk" , "Greek salad cheese" .)