If you can get at the stem of the grapevine, cut it off and coat it with Roundup. That should take care of the problem.
As Steve suggests, "cut and paint" is the way to go. Use the strongest concentration of glyphosate you can buy, undiluted.
personally, i'd plant the roses somewhere else and keep the grape vine...as long as it's bearing fruit.....love the homemade jam. just trim it back a bit.
I've been fighting wild grapes for years! The birds eat the grapes and "plant" the seeds EVERYWHERE! Every time I think I have it under control, it pops up somewhere else.
round up painted on/in a slit/slice of the vine. use a small brush, so says mom.