OK to pinch one thousand pounds? Blimey (5)
I believe the answer is:
yikes
'blimey' is the definition.
'ok to pinch one thousand pounds?' is the wordplay.
'ok' becomes 'yes' (I've seen this before).
'to pinch' indicates putting letters inside.
'one' becomes 'i' (Roman numeral).
'thousand pounds?' becomes 'k' (k can mean thousand pounds, as in 50k, 100k etc).
'i'+'k'='ik'
'yes' placed around 'ik' is 'YIKES'.
(Other definitions for yikes that I've seen before include "alarmed expression" , "that was hot!" , "Exclamation of surprise or alarm" , "Expression of surprise" , "Gosh! - Oh no!" .)