This is one of my pet peeves. Train à grande vitesse means high-speed train in English. There's no need to provide a mechanical word by word translation. It's like people saying al dente means "to the tooth" which is meaningless in English. Being al dente means something has bite. This kind of thing should only be a problem if the target language has no translation.
"of" in English here sounds like you're describing what the object is made of instead of its property. A "boat of steam" is made of steam, it's not the same as a steam boat.
Similarly, pain au chocolat does not mean "bread of the chocolate" or anything silly like that. "Chocolate bread" would be the closest translation but since this is ambiguous in English we just use the French word as a loanword.
You won't learn anything by trying to find an English analogue for words like à in French. It will probably actually set you back. You just have to learn it how natives learn it. It's French because it's French. There is no other definition and you can't draw on any other language for guidance. This goes for all natural languages.
I think it's sense 13 at
https://en.wiktionary.org/wiki/%C3%A0#Preposition_3
If so, the most natural English version (when choosing to use a proposition at all) would probably be "with".
At is not the right word, even if you're translating word by word.