Trim fat from chops. Cook lamb chops in hot oil in a large skillet over medium-high heat 8 to 10 minutes on each side or until browned. Cover, reduce heat, and cook 20 minutes or to desired degree of doneness, turning once. Transfer chops to a serving platter, and keep warm.
Pour brandy into skillet. Combine whipping cream and egg yolk; add to brandy in skillet, stirring well. Cook over low heat, stirring constantly, until thickened. Stir in grapes and cheese. Spoon sauce evenly over chops, and serve immediately.