Crush the nuts by placing them into a resealable plastic bag and pounding with a mallet or rolling pin. Alternatively, you can pulse several times in a spice grinder, food processor or blender. Place the crushed nuts in a shallow bowl and set aside.
To a separate medium bowl, add the cream cheese and goat cheese, mixing until combined.
Cut a piece of plastic wrap about 8 inches square. Then spoon a tablespoon of the cheese mixture into the middle.
Place a grape into the middle of the cheese and wrap the plastic around it to coat, shaping it into a ball. Then drop it into the crushed nuts and roll to coat completely, placing onto a plate or baking sheet lined with parchment or wax paper.
Repeat for the remaining grapes. Then cover and chill for 20 minutes or more to firm up before serving.