We didn't even look at liquor stores in Grand Cayman. I did take the price list from the ship with us in Mexico to compare. However, we found that what we buy (Dramui) was cheaper on the ship than in Mexico.
When talking to the girl behind the counter in UPBEAT (liquor store onboard) she said that on the western itinerary, you are only allowed 1 liter per person (not children) because according to her, you cannot purchase liquor in Grand Cayman, because the stores in Grand Cayman will only "deliver" to ships, and Disney won't accept deliveries. Hence the one liter rule.
Now according to an earlier post, it seems that someone did purchase liquor there.
I do have a price list from the cruise ship if anyone wants to ask a question on price before they leave.
We did however buy 4 bottle of Drambui as it was still cheaper if we had to pay the 10% duty. (which we didn't) Just carried it off in our carryon bag.