Piece of cheese, say, and starter from wine list (5)
I believe the answer is:
wheel
'piece of cheese say' is the definition.
(as in a cheese wheel)
'starter from wine list' is the wordplay.
'starter from' suggests taking the first letters (I've seen 'starters from' mean this).
'list' becomes 'heel' (both can mean to lean or tilt).
The first letter of 'wine' is 'w'.
'w'+'heel'='WHEEL'
'and' acts as a link.
(Other definitions for wheel that I've seen before include "Disc on axle for ease of movement" , "Rotary object - don't reinvent it" , "Change direction as if on an axis" , "Turn on axis" , "Go round" .)