Cheese, if the worst, gorgonzola last of all (4)
I believe the answer is:
feta
'cheese' is the definition.
(type of cheese)
'if the worst gorgonzola last of all' is the wordplay.
'last of all' suggests the final letters.
The last letters of 'if the worst gorgonzola' are 'FETA'.
(Other definitions for feta that I've seen before include "Eastern Mediterranean cheese" , "Greek cheese from goat or sheep milk" , "Greek salad cheese" , "Greek dairy product" , "A ewe's, goat's milk cheese" .)