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Kick one's heels at, say, a heavy object (6)

Ross

I believe the answer is:

weight

I'm a little stuck... Click here to teach me more about this clue!

'a heavy object' is the definition.
(I've seen this before)

'kick one's heels at say' is the wordplay.
I cannot quite understand how this works, but
'one' could be 'i' (Roman numeral) and 'i' is located in the answer.
'say' could be 'eg' and 'eg' is located in the leftover letters.
This may be the basis of clue (or it may be nonsense).

Can you help me to learn more?

(Other definitions for weight that I've seen before include "gives a sense of oppression" , "The property of heaviness, measure of mass" , "Trouble" , "Gravitational pull" , "Heavy object" .)

I've seen this clue in the Sydney Morning Herald.
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