Made off with dairy product (4)
I believe the answer is:
edam
'dairy product' is the definition.
(Edam is an example)
'made off' is the wordplay.
'off' indicates an anagram.
'made' is an anagram of 'EDAM'.
'with' acts as a link.
(Other definitions for edam that I've seen before include "Type of cheese" , "Dairy product" , "Dutch 8 across" , "edible sphere" , "Sphere of Dutch cheese" .)