Last character to pilfer heading off, getting nothing (5)
I believe the answer is:
zilch
'nothing' is the definition.
('zilch' can be a synonym of 'nothing')
'last character to pilfer heading off getting' is the wordplay.
'last character' becomes 'z'.
'to pilfer' becomes 'filch' ('filch' can be a synonym of 'pilfer').
'heading off' means to remove the first letter.
'getting' is a charade indicator (letters next to each other).
'filch' with its initial letter taken away is 'ilch'.
'z'+'ilch'='ZILCH'
(Other definitions for zilch that I've seen before include "Nothing (American)" , "Nothing, nada" , "Zip" , "Sweet FA (slang)" , "Nothing, zero" .)