Heat the oil in a non-stick frying pan. Add the fennel, fry for approx. 10 mins., stirring occasionally. Add the shallots and sage, cook for approx. 5 mins., season. Transfer the vegetables to a bowl. Add a dash of oil to the pan if necessary. Fry the mushrooms for approx. 5 mins., turning occasionally, season with salt, set aside.
Pour the balsamic into the same pan, bring to the boil. Add the oil, mix well, add the grapes, heat gently. Pour the dressing over the vegetables, top with the mushrooms, garnish with the reserved fennel greens.