Sunday setter's hiding last of clue riddle (5)
I believe the answer is:
sieve
'riddle' is the definition.
(thesaurus)
'sunday setter's hiding last of clue' is the wordplay.
'sunday' becomes 's'.
'setter's' becomes 'ive' (I've seen this in other clues**).
'hiding' is an insertion indicator.
'last of' says to take the final letters.
The final letter of 'clue' is 'e'.
'ive' placed around 'e' is 'ieve'.
's'+'ieve'='SIEVE'
(Other definitions for sieve that I've seen before include "Utensil for straining or sifting food" , "Device for separating lumps" , "Colander" , "Screen, sift, strain" , "Fine riddle" .)