Turf the leaders of Sweden or Denmark (3)
I believe the answer is:
sod
'turf' is the definition.
(both can mean a piece of grass)
'leaders of sweden or denmark' is the wordplay.
'leaders of' says to take the initial letters.
The first letters of 'sweden or denmark' is 'SOD'.
'the' is the link.
(Other definitions for sod that I've seen before include "Piece of turf; a Law named for him" , "Piece of grassy soil" , "Piece of peat or grass" , "'Sward, turf (3)'" , "Lump of turf or unpleasant person" .)