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I have been sent the following clue with the answer and asked for an explanation of the wordplay, but other than seeing the answer is indeed a Greek character, I can't parse the remainder and would appreciate any help.

Greek character you found eavesdropping! (7) = UPSILON

I think "eavesdropping" indicates "heard", so a homophone of "you" is "u", for which the Greek is upsilon

Of course you're right, I was looking for something more complex!

Many thanks for your assistance.