Trek round with openers from Middlesex, promptly after close of play (4)
I believe the answer is:
yomp
'trek' is the definition.
(informal term for a difficult march)
'round with openers from middlesex promptly after close of play' is the wordplay.
'round' becomes 'o' (round can mean a round object).
'with' means one lot of letters go next to another.
'openers from' says to take the initial letters (letters which open the words are used).
'after' is a charade indicator (letters next to each other).
'close of play' becomes 'y' (I've seen this in other clues).
The first letters of 'middlesex promptly' is 'mp'.
'o' put next to 'mp' is 'omp'.
'omp' put after 'y' is 'YOMP'.
(Other definitions for yomp that I've seen before include "March carrying full kit" , "(Of soldier) march with heavy equipment" , "Determined trek" , "Military trek" , "Walk carrying heavy equipment (military sl.)" .)