Perhaps cold cuts from an endless easterly — that's a shame (9)
I believe the answer is:
antipasti
'perhaps cold cuts' is the definition.
(cold cuts of meat)
'an endless easterly that's a shame' is the wordplay.
I cannot really see how this works, but
'an' could be 'i' (Roman numeral for one) and 'i' is found within the answer.
'a' could be 'an' and 'an' is found within the answer.
This explanation may well be incorrect...
'from' is the link.
(Other definitions for antipasti that I've seen before include "Italian appetisers" , "Italian eats" , "first course" , "Italian hors d'oeuvres" , "Italian appetizers" .)