Heat the oven to 200 C / 400 F. Line a 33 x 46 cm / 13 x 18 inch sheet pan with parchment.
Toss the grapes with 1 tbsp olive oil and 1/4 tsp salt. Spread them in a single layer on the sheet pan.
Roast for 15 minutes, then scatter the walnuts onto the pan. Roast 5 to 7 minutes more, until the grape skins split and juices caramelize at the edges and the walnuts smell toasted.
Pull the pan out and let everything cool on it for 5 minutes.
Whisk the 3 tbsp olive oil, balsamic vinegar, honey, dijon mustard, salt and pepper in a small bowl until the dressing looks smooth and emulsified.
Put the arugula in a large mixing bowl. Drizzle with half the dressing and toss to coat the leaves.
Divide the dressed arugula between bowls. Top with the roasted grapes, walnuts, crumbled goat cheese and shallot slices.
Drizzle with the remaining dressing and serve right away.