they are quite a large choking risk as Boobesque says; it is particularly the skin which children choke on. The same is true for tomatoes and apples etc etc.
I always peeled my children's grapes until they were about 3 or 4. They didn't have many because, frankly, peeling grapes is not really one of the things in my skill set and brings out the worst in me. I'm not good with boring, monotonous tasks.
just be very careful. I did see a child choking on tomato skin once and it was awful, she ended up having to go to hospital as she lost consciousness.