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' is an anagram indicator.
'made' with letters rearranged gives 'EDAM'.
'with' is the 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" .)