Preheat the oven to 425 degrees.
Rub the pheasant with the olive oil. Season with salt and pepper. Stuff with fresh herbs and the lemon and truss. Spread the onions in a roasting pan and lay the pheasant on top of them. Add the chicken stock and Marsala wine to the pan.
Roast 35 to 45 minutes, or until the thigh juices run clear when pricked with a fork, basting every 15 to 20 minutes with the pan juices. If the feet of the pheasant begin to darken, tent with foil. Transfer to a cutting board and let rest.
Meanwhile, transfer the roasting pan to the stovetop, skim the fat, and bring the pan juices to a boil, scraping any browned bits from the pan. Add the grapes and walnuts and cook 15 minutes, or until the grapes are soft and the juices are thickened. Crush some of the grapes with the back of a spoon to release their juices.
Slice the pheasant into 1/4-inch slices and serve over the radicchio. Spoon the grapes and walnuts alongside and season with salt and pepper.