Freeze the grape slices until frozen, about 30 minutes.
Preheat the oven to 350 degrees F.
Put the Gorgonzola and mascarpone in a bowl and mix with an electric hand mixer until combined. Fill a disposable pastry bag with the cheese mixture and snip the tip about 1/2 inch from the end.
Remove the top third from each fig and place upright on a small baking sheet. Add the walnuts and roast until the figs are soft and beginning to caramelize and the walnuts are toasty, about 10 minutes.
Heat a saute pan over medium heat and add a splash of olive oil. Add the prosciutto and saute until crispy, about 5 minutes. Add a splash of red wine vinegar and remove from the heat.
Finely chop the walnuts. Pipe a heaping amount of the cheese mixture into each fig. Roll the tops in chopped walnuts. Top with crispy prosciutto pieces. Stick a frozen grape slice in each.
Copyright 2015 Television Food Network, G.P. All rights reserved.