Publix at Little Lake Bryan (behind the Premium Outlets) is new and great, better than the one down 535 towards Kissimmee. There is also a new grocery store when you exit Hotel Plaza Blvd and turn left, past the Sheraton Safari, on your right. Can't remember which chain, but not as exciting as Publix (ok, I will admit that their great tv commercials have brainwashed me, but I looooove Publix at LLB)
The Goodings outside Downtown Disney on 535 is horrendously overpriced and lives off tourists who walk or don't want to go further.
If all else fails, Walgreens has lots of groceries, albeit mainly junk food. Two locations - 535 left from Hotel Plaza Blvd or 535 right from Hotel Plaza Blvd - each about 3 minutes drive.
Closest to WL is the Albertons (maybe?) noted above - exit WL and turn left, then left past Fort Wilderness. Either right at POR towards DTD and then take Hotel Plaza Blvd, turn left onto 535. OR if you are really adventurous, don't turn right at POR but keep going straight. Left at the stop sign, then onto the road behind WDW (I believe it's 435 or a contiuation of 535?) past the Grand Cypress, then left at the light onto 535. Have I completely confused you? use mapquest instead........ or have fun getting a little lost - the signage on the roads is so good that you will definitely find your way back home to WL.