Possible Clues:

• Greek letter that sounds like it should be last, but isn't
• Captured in bronze, tallish Greek character
• Greek character lost in maze, Tantalus
• Z, to Persephone
• Dead-end job, e.g
• From the South Temperate Zone, letter enclosed
• What a Z might be
• Hollywood's Catherine ___ Jones
• Zeus' beginning?
• Second of four rhyming Greek letters