Wrap in a towel. Then put it inside a large Ziploc baggie. Rewrap in another towel....and into a yet larger Ziploc bag. And then, stuff it into the middle of your clothing so it's away from the edges of the bag.
Yes, it's a pain. But...you don't want wine (or soda or anything else) all over your belongings as well as on other people's.
And yes, watch the weight. That stuff adds up quickly. Have you considered just doing an online grocery delivery?