What is the white dust on red grapes?
This coating, which wipes right off and is indeed harmless, is called the "bloom" of the grape or sometime the "blush". As described here, (the wiki for Fermentation in winemaking), it contains trace amounts of natural yeast, though thought to be the result of ambient yeast rather than the result of growth process proper.

Here we find a more thorough answer,


  It’s mostly harmless wax, says Kay Bogart, a winemaker who works in
  outreach for the University of California at Davis’s viticulture
  program. The grape plant produces it to protect the berries from
  moisture loss. It’s also often just plain old dust, adds Jim LaMar, a
  professor of wine sensory evaluation at California State University,
  Fresno. Until recently, winemakers believed the white stuff was
  yeasts, responsible for wine fermentation. Now they believe such
  yeasts are airborne. In any case, that white stuff isn’t pesticide
  residue. Which is not to say that there isn’t pesticide residue on the
  grape, so wash it anyway before you pop it into your mouth.


In the book Caravaggio: A Life Sacred and Profane by Andrew Graham-Dixon, we find of Roman mythology the following statement regarding Bacchus, the ancient god of wine and intoxication,


  The bloom on the grapes, which dusts them with a layer of whiteness
  and dulls the reflected light caught in their opalescent skins, is
  echoed by the dry and whitish lips of the god himself.