Preheat the oven to 350 degrees F. Toss the grapes with the oil on a rimmed baking sheet. Bake, tossing once, until the grapes burst and are very soft, 25 to 30 minutes.
Meanwhile, spread the pecans out on a second rimmed baking sheet, and bake until very golden brown, 10 to 12 minutes. Let cool, then finely chop.
Transfer the grapes to a small shallow bowl with a slotted spoon, leaving the oil behind. Stir in the lemon juice and zest and a pinch of salt; set aside to cool completely, then stir in the toasted pecans. (The compote can be made up to a day ahead and refrigerated. Bring to room temperature before serving.)
Cut off just the very edges of the Brie wheel to make a rough square (it is OK if some rind remains at the corners), then cut into 30 cubes. Put a cube in each phyllo cup, and put the cups on a rimmed baking sheet. Bake until the cheese is melted, about 5 minutes.
Top each cup with some of the compote, and garnish with a dusting of pepper. Serve warm.
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