Line a small baking sheet or baking dish with parchment paper. Set aside.
In a food processor, blend together the cream cheese, blue cheese, and heavy cream until smooth. Transfer to a medium bowl. Add the grapes and stir until coated with the cheese mixture.
In another small bowl, mix together the walnuts, sugar, and parsley.
Using a fork, transfer the grapes, one at a time, to the walnut mixture and, using clean hands, gently roll in the mixture until coated. Place the grapes on the prepared baking sheet. Refrigerate for 2 to 3 hours and serve.
Cook's Note: To toast the walnuts, arrange in a single layer on a baking sheet. Bake in a preheated 350 degrees F oven for 6 to 8 minutes until lightly toasted. Cool completely before using.