Gypsy or Italian coming to a sticky end (6)
I believe the answer is:
Here is my best explanation:
'gypsy' is the definition.
('Romany' can be a synonym of 'gypsy')
'italian coming to a sticky end' is the subsidiary indication.
'italian' becomes 'roman' (Roman is an example).
'coming to' says to put letters next to each other.
'end' indicates one should take the final letters.
The last letter of 'sticky' is 'y'.
'or' is the link.
(Other definitions for romany that I've seen before include "Roy, man, you're a gypsy", "Traveller", "This traveller", "one of those travelling", "Gypsy language" and "Language of gypsies".)