The most common and most likely answer to this crossword clue is the 4 letter word JESU
I've seen this crossword clue in Independent
J
E
S
U
Buddy explains!
The straight part
We know that "this? (which, together with Pie, makes ‘Pie Jesu’)" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case this? (which, together with pie, makes ‘pie jesu’) = jesu.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.