Trust me, been there, done that at the grocery store and never resorted to a leash. My kids QUICKLY learned that they were expected to behave in public, no matter if that were the grocery store, the mall or wherever and if they didn't there were consequences when they got home. When ds and dd1 were little (2 1/2 yrs apart) I did many a grocery store trip with dd in the cart and ds holding onto the side of the cart so that I knew he was with me. Dh worked alot of hours when ds and dd1 were little, so at that time, I was doing my grocery store shopping in the evenings with them after work. I don't miss those days!!
I never had to resort to leashes with my first 3, who were all born in under 5 years - 2 1/2 years is actually my largest gap! Never thought I would, until I had my twins, and I had 5 under 7. The only way I could take them out without a stroller when they were toddlers was using a leash - didn't need one running into the street. I used to take a lot of walks with 2 one year olds, and a 3 year old. Sometimes I didn't want to use the triple stroller.