Preheat oven to 400°F and line a large sheet pan with parchment paper.
Toss grapes with balsamic vinegar and salt on the pan. Roast 12–15 minutes, until blistered and juicy.
Add hazelnuts to the sheet pan for the last 6–8 minutes of roasting. Let cool slightly, then roughly chop.
While the grapes roast, add feta and mascarpone to a food processor. Blend until smooth and creamy.
Spread whipped feta onto a large oval or round serving platter.
Spoon roasted grapes (and their juices) over the center, arrange fresh figs around, and scatter hazelnuts on top.
Finish with thyme leaves if using. Serve with toasted bread or crackers.