To toast the pecans, spread them out on a rimmed baking sheet and toast in a 350-degree oven for 8 to 10 minutes, until they are fragrant.
Pull the grapes from the stems then wash and dry them thoroughly. You want the grapes to be completely dry so that the cheese mixture clings to them.
Place the cream cheese along with the blue cheese and heavy cream in a medium-size mixing bowl. Beat on medium speed until the cheeses are well blended and very smooth, about 1 to 2 minutes.
Toss the dry grapes into the cheese mixture and stir to coat.
Add the toasted pecans to a large bowl. Spoon out the cheese covered grapes and drop them individually into the chopped pecans, about 10 to 12 at a time to prevent them from sticking together.
Roll the grapes in the chopped pecans to coat all sides.
Transfer the covered grapes to a rimmed sheet pan that is lined with parchment paper, shaking off any loose pecans.
Chill for at least an hour before serving, or up to 2 days. Keep the grapes covered and chilled until ready to serve.