Yep that’s the one! Thanks!!At the DLP/Chessy station? I think you mean Relay and according to Google are they open daily from 6am to 10pm. It's not really a supermarket, more a convenience store. Some small meals, sandwiches, yoghurts, bottled soda, etc. But also magazines, newspapers.
It's next to the RER (subway) ticket office. So not the train ticket office.