I had this same thing, but with oranges. Apparently, the water freezes, and then when it gets colder, the ice loses heat, heating the orange/grape. It doesn't have to continually be sprayed. I also heard ice is always at 32 degrees, and so is snow, so if you are in -50 weather you can bury yourself in snow and you will be insulated. They're a little conflicting though.
In conclusion, I believe that the ice melts from the heat of the orange, then gives off heat, heating the orange. Eventually, it freezes, and it repeats.