This isn't about them being cheap and puts a bad connotation to the word cheap and people who are more conscious of price and/or cost of things (like vacation, etc).
People comment all the time about money, if they bought the finest things in the world they seem like the type of people to comment how much they spent on it so whether they spent little or a lot that's just a personality thing.
As far as warehouse it's a thing no matter who the person is..we actually used have my mom tag along and the times she would need to buy something we were totally fine with it we got it because at that time she really couldn't see herself buying a whole lot there to make the membership worth it. We sometimes used mother-in-law and step-father-in-law's membership back in the day too. The difference is eventually we got my mom a gift membership to Costco and now she's on her own for future years and we got our own Costco membership long ago. To me it's not a bad thing if you want to help out your friend, parent, in-law, whatever every now and then but if they are purchasing enough from the place it's time to get their own, they'll get their usage out of it. Maybe the solution there is someone pays for a gift membership to the place they seem to frequent more and give a gentle nudge of "well now you can go whenever you want to

" and y'all have to all come to the agreement not to take them anymore (because then the gift membership won't be worth it).
With vacations this seems pretty clear there was evidence that their traveling habits wouldn't match yours or others in your group so I'm wondering why you would continue to vacation with them time after time? That's putting unnecessary stress AND enabling them too. Don't go on vacations with people who don't match your style, especially expensive ones, when you can control who is in your traveling party. That seems fairly simple to me. Little things here and there you can deal with but this is something you know all adds up to a not so enjoyable time..time after time.
For the BBQ usually there is too much food anyhow. I understand the feeling, that they aren't bringing enough to the table, but if you are in fact having enough food for everyone just leave it alone or don't invite them even though yes they were aware they were supposed to bring enough for that many people. If people are always dissatisfied with what they bring why invite them? I honestly get tired of seeing food go to waste at gatherings because people bring so much quantity or large packages. You want to have enough food for everyone but the favorable outcome isn't always having copious amounts of every side, every main entree, every dessert just to say you brought a lot. I'm not defending them just don't think it's worth a mark against them.
A lot of this stuff is thing y'all can control and it's breeding resentment. Best solution IMO is for you and if others in your friend group feel the same wean yourself off of this couple and move on. But continue on inviting them on trips knowing how they are, continuing inviting them to dinner knowing how they are, continue on inviting them to BBQs knowing how they are, continue driving them around knowing how they are, continue taking them to warehouse stores knowing how they are...and you're doing it at your own risk.........