Preheat your oven to 350°F.
Place the grapes on a baking tray.
Finely grate the zest of half the lemon over the grapes.
Drizzle the grapes with olive oil and season with salt and black pepper.
Roast in the oven for 15 minutes.
Add the walnuts to the baking tray.
Roast for an additional 5 to 10 minutes, or until the grapes are soft and caramelized.
In a large bowl, whisk together the mayonnaise, Greek yogurt, and lemon juice.
Add the roasted grapes, apples, celery, and parsley to the bowl.
Fold the mixture until just combined.
Season with more salt and black pepper to taste.
Serve immediately or chill for an hour before serving.