Made off with cheese (4)
I believe the answer is:
edam
'cheese' is the definition.
(Edam is an example)
'made off' is the wordplay.
'off' indicates anagramming the letters.
'made' is an anagram of 'EDAM'.
'with' acts as a link.
(Other definitions for edam that I've seen before include "Madeinto popular cheese" , "Made into a nice cheese" , "Mild yellow Dutch cheese" , "Dutch specialty" , "town in Holland" .)