1. Roast a sheet of loose grapes in a 400-degree oven 20-30 minutes, until they caramelize and burst.
2. As the grapes roast, prepare the shortbread: Mix together the flour and sugar in a stand mixer with the paddle attachment. Add the butter. Next, add the rosemary, salt and pepper. Add ice water -- a little at a time -- until the dough comes together.
3. Roll the dough into walnut-sized balls, place on a cookie sheet, and press your thumbprint into the center of each cookie; transfer to the fridge for 20 minutes.
4. Pop the chilled dough into an oven preheated to 375 degrees to bake for 20-30 minutes, or until golden brown.
5. As the cookies bake, stir together the cream, milk, and bleu cheese in a small sauce pot over medium-low heat. Stir continually until the cheese melts and the cream begins to boil; turn off heat and allow to cool.
6. After the cookies are finished baking, remove, and cool a couple minutes Top each cookie with a roasted grape and drizzle the bleu cheese cream over all of them.