There is a mini-mart at Hess gas station across from DownTown Disney ( "east side" / marketplace). Price-wise it's not too bad and while it has a good selection of essentials ( water, soda, milk, snacks, cereal, donuts,frozen items, etc. ) it's not a supermarket. Also, in addition to taking boat or bus to DTD & walking through its shopping area & parking lot you would need to then cross Buena Vista Drive to reach the mini-mart

( it's a wide, busy street & although there are traffic signals it may not be something you'd want to do carrying groceries).
The closest supermarket to OKW is Gooding's - pass DTD area continuing onto Hotel Plaza Blvd. past DownTown Disney hotels, across Route 535 directly into Crossings shopping plaza. Its expensive compared to Publix or Winn-Dixie, which are further away, and you'd really need a car or take a cab there - too much of walk imho from DTD area & especially when making your return trip with groceries.
Some will ship a package from home to their resort with non-perishable items they want for the trip & then just get the other items they need from store at OKW.
Crafty Mouse's suggestion to use NetGrocer is a good idea

and is probably easiest if you don't want to deal with cab fare & don't plan on having a car.