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Adjust racks to top and middle positions and preheat oven to 425 degrees. Wash and dry all produce.
Trim and thinly slice ¼ of the shallot for pickling; cut remaining shallot crosswise into ½-inch-thick rounds. Peel and mince garlic. Zest and quarter lemon (for 4 servings, zest 1 lemon and quarter both). Trim and dice cucumber into ½-inch pieces. Slice grapes into ¼-inch-thick rounds.