Leader of Sparta is to return, having fed endlessly (5)
I believe the answer is:
sigma
'leader of sparta' is the definition.
(the Greek letter sigma - first letter of Sparta)
'is to return having fed endlessly' is the wordplay.
'to return' says the letters should be written backwards.
'having' says to put letters next to each other.
'fed' becomes 'gman' (both are slang for US federal agents).
'endlessly' means to remove the last letter.
'is' reversed gives 'si'.
'gman' with its final letter removed is 'gma'.
'si'+'gma'='SIGMA'
(Other definitions for sigma that I've seen before include "Greek character" , "Letter from Greece" , "Foreign character" , "Eighteenth letter of the Greek alphabet" , "character in Athens" .)