Heat oven to 425°F.
On 2 rimmed baking sheets, arrange brussels sprouts, grapes, garlic, and bacon. Drizzle with olive oil.
Season with salt and pepper and thyme and toss well and spread mixture out in a single layer.
Roast, until caramelized and tender, about 25-30 minutes.
Drizzle each tray with 1 teaspoon of balsamic vinegar and scrape up any caramelized bits with a wooden spoon.
Toss in walnuts and serve sprinkled with the crumbled goat cheese.
