According to AllEars.net re All Star Sports:
If you're in the mood for a Big Mac, a McDonald's, designed with the All Star Resort style in mind, is located about a 5 minute walk from the resort entrance on Buena Vista Drive. There's even a crosswalk.
So if you just want to go to McDonald's, and don't necessarily want to tie that to your grocery trip, you could take a Disney bus from a theme park to All Star Sports and walk over. We took a Disney bus from Disney's Hollywood Studios to All Star Sports to meet a friend. It was an easy bus ride (and I get motion sick at the drop of a hat). We drove past the McDonald's but were not interested in eating there that night.
Also, I would think that you could stop at the Concierge desk at the BoardWalk and ask how to get to the nearest grocery store.