Having a better aim, say, finish getting into small opening (8)
'having a better aim say' is the definition.
'finish getting into small opening' is the wordplay.
'finish' becomes 'die'.
'getting into' indicates putting letters inside.
'small' becomes 's' (abbreviation - e.g. clothes size).
'opening' becomes 'tear' (tear is a kind of opening**).
'die' put inside 'stear' is 'STEADIER'.
(Other definitions for steadier that I've seen before include "stabilising device", "Better balanced", "More regular or constant", "Less liable to fluctuate", "More stable, being readiest".)