How are you getting from the airport to the BW? We took a towncar service that included a free 30 min. grocery stop. We were able to get more food than we needed in that period of time. We used Tiffany Town Car which stopped at Cash N' Carry--a very reasonably priced grocery store. The Thimbles and Threads store on the Boardwalk does have a few convenience store items, like snacks, milk, lunchmeat, and other refrigerated items. I didn't really get that much there. I don't know if the Boardwalk Inn has grocery items in the gift shop, but Tubbi's in the Dolphin Hotel (next to the Boardwalk) does have food items and is open 24 hours.