Working at last with file, hold tightly (5)
I believe the answer is:
grasp
'hold tightly' is the definition.
(I've seen this before)
'working at last with file' is the wordplay.
'at last' indicates one should take the final letters.
'with' says to put letters next to each other.
'file' becomes 'rasp' (rasp is a kind of file).
The final letter of 'working' is 'g'.
'g'+'rasp'='GRASP'
(Other definitions for grasp that I've seen before include "Hold - understanding" , "Take hold of firmly" , "Seize - comprehend" , "Keep tight hold" , "Seize, hold firmly" .)