Wash and stem the grapes. Using a sharp knife, cut off the very tip of the grape, right where the stem meets it. Place grapes into two clean jars (leave a little room for the brine).
Meanwhile, heat the vinegar and all the remaining ingredients over medium heat for about 10 minutes. Stir occasionally to make sure the sugar has fully dissolved.
Pour the hot liquid, and all of the spices, into the grape-filled jars (I used a funnel but you could also pour the liquid into a spouted measuring jug first, then fill the jars). When the liquid has cooled a bit, use your fingers to push the cinnamon sticks and bay leaves down into the jar with the grapes.
Set aside, uncovered, while the pickling liquid cools to room temperature (about an hour). Screw on lids, turn jars upside-down a few times to distribute the spices, and place in the fridge overnight to cure.
The grapes will take on more and more flavor as they continue to steep. I found 2 days was perfect but it’s really a matter of preference.