The thinner the better (5)

I believe the answer is:

finer

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'the better' is the definition.
(I've seen this in another clue)

I can't explain the remainder of the clue.

(Other definitions for finer that I've seen before include "More gossamer or splendid" , "'Nothing could be . . . . . than to be in Carolina, in the morning' (popular song)" , "Of higher quality" , "magistrate?" , "Better quality" .)

I've seen this clue in the Evening Standard.

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