Plenty of good "large" Supermarkets in PDC.
I normally stay at New Town end of the strip. The Spar on the corner of Avenida Italia has a great range of fresh meats,fruit and veg every day. Reasonable prices too if you buy the local Canarian produce. If you're gonna go for Kellogs,HP,Magners or any of those products you get back home then be prepared to pay extra.
There's a little shop on the opposite side of the street heading back towards the Old Town.
Francescas!!! Great little shop with cakes and pastries to die for. Not recommended if you're watching the waistline or cholecterol levels. And just up from there you have Yum Yums! Name says it all!!
I'm away to check my print out to check our departure date in Summer!!! Roll on June!