Stabilize you grill at 325°F.
Combine the blue cheese and cream cheese in a grill-safe pan. Place on the grill for a few minutes and allow the cheese to become pliable, whip to incorporate the two cheeses. Add the wood chunk, wait until you have blue smoke and close the dome for just a few minutes to allow the good smoke to adhere to the cheese.
Whip the cheese mixture together until smooth and fully incorporate the smoke. Transfer to a container for cooling. Allow to cool until stiffened 10 to 20 minutes.
Now that the cheese is cool, slather the cheese on your gloves and roll each grape evenly with a thin layer of cheese (the mixture must be cool and firm to coat evenly). Reserve grapes in the fridge until ready to serve.
Just before service, roll the grapes in the pistachio mixture and allow the finely chopped nuts to stick to the outside and completely cover the grape (do not do this too early, or the moisture from the cheese will wet the dry pistachio exterior).