What could be finer than a riddle? (5)
I believe the answer is:
'a riddle?' is the definition.
(riddle is a kind of sieve)
I can't explain the rest of the clue.
Can you help me to learn more?
(Other definitions for sieve that I've seen before include "Kitchen strainer" , "Eratosthenes' invention" , "used by the Jumblies" , "Mesh used for straining or sifting" , "Forgetful head is like it" .)