According to http://www.welchsfresh.com/fresh-grapes/ (in the faq at the bottom of the page):
What is the white residue found on grapes?
The residue is the waxy coating produced naturally by the grapes, called bloom. Bloom is a delicate white substance common on many soft fruits, such as grapes. The bloom protects the fruits from moisture loss and decay. Simply rinse to remove.
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