Preheat oven to 450°. Combine grapes, 2 teaspoons olive oil, and vinegar on a foil-lined baking sheet. Bake at 450° for 10 minutes; let stand 5 minutes. Place grapes, walnuts, lemon juice, 1 teaspoon olive oil, salt, pepper, and arugula in a large bowl; toss. Sprinkle with crumbled feta cheese.