Something grand to finish with (6)

I believe the answer is:

finale

I'm a little stuck... Click here to teach me more about this clue!

'finish with' is the definition.
'finale' can be an answer for 'finish' (thesaurus). I am unsure of the 'with' bit.

I don't understand the remainder of the clue.

Can you help me to learn more?

(Other definitions for finale that I've seen before include "Closing part of an entertainment" , "Last part of something" , "Last item of event" , "Conclusion, end" , "Final section of a musical composition" .)

I've seen this clue in the Evening Standard.

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