Preheat oven to 450 degrees. On a rimmed baking sheet, toss grapes and shallots with thyme sprigs, oil, 1 teaspoon salt, and 1/4 teaspoon pepper.
Tie legs with kitchen twine; nestle hens among grapes on baking sheet, breast side up. Season hens generously with salt and pepper; sprinkle with thyme leaves.
Roast, basting hens occasionally with pan juices, until an instant-read thermometer inserted in thickest part of leg (avoiding bone) registers 160 degrees. 30 to 35 minutes.
Shallots often have two lobes, which should be separated before peeling. For this recipe, leave root end intact.