Toss the grapes and shallot with 2 teaspoons of olive oil. Transfer to a baking sheet that's been sprayed with oil or lined with parchment paper and roast for about 20 minutes, or until the grapes are softened, but not burst.
Transfer the grapes and shallot to a large bowl. Add rice, walnuts, remaining oil, vinegar, and sage; gently toss, careful not to smash the grapes. Season with salt and pepper to taste.
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