Made up with cheese (4)
I believe the answer is:
edam
'cheese' is the definition.
(I know that Edam is a type of cheese)
'made up' is the wordplay.
'up' is a reversal indicator (in down clue: letters go upwards).
'made' written backwards gives 'EDAM'.
'with' is the link.
(Other definitions for edam that I've seen before include "Cheese made in Holland" , "Round, yellow cheese" , "Spherical cheese" , "Dutch specialty" , "Yellow cheese with a red covering" .)