Line a small baking sheet with waxed or parchment paper. Set aside.

In a small food processor (or mix by hand), combine the cream cheese, Roquefort, heavy cream and tarragon until well mixed. Transfer to a medium bowl and stir in the grapes. Put the nuts in a small bowl. With a tablespoon, scoop up a grape and gently coat in the cheese mixture. Roll in the nuts and place on the prepared baking sheet. Refrigerate 2 to 3 hours and serve.