Yes, and that's precisely because they are so lossy. It's not a resonant effect. You're just taking advantage of the grape's cross section being roughly a quarter-wavelength at 2.4 GHz, which allows the magnetron to dump a ton of power into it.
It's analogous to using a couple of forks to operate a pickle from 120V.
Should be fine as long as you put a cup of water in the microwave alongside the grape. They aren't really meant to run empty, and microwaving a single grape would be basically running it empty.