Melt butter in heavy large saucepan over medium heat. Add shallots and celery. Cook until soft, stirring frequently, about 8 minutes. Add wild rice, 4 cups broth, thyme, and 1/2 teaspoon coarse salt; bring to simmer. Cover, reduce heat to medium-low, and simmer 30 minutes. DO AHEAD: Can be made 1 day ahead. Cool slightly; cover and chill. Re-warm over medium-low heat before using, adding more broth by 1/4 cupfuls if dry.
Meanwhile, preheat oven to 350°F. Place grapes on rimmed baking sheet. Drizzle with oil; toss. Roast grapes until beginning to wrinkle, about 15 minutes. Transfer to bowl; toss with vinegar. Add grapes and any juices and walnuts to hot rice; toss well. Season to taste with salt and pepper. Garnish with orange peel.
If you’re making this for dinner like I did, add 1-2 chicken cooked breasts, diced or shredded to the rice. I cooked the chicken in a skillet with olive oil, salt, pepper, and thyme.
This recipe can be made vegetarian or vegan just by using vegetable broth and olive oil instead of butter.