i have before. its a very good idea because you can help them build a good foundation for healthy eating. help them choose the food they like but less calories or more nutrient. Help them eat things they like while stay in there caloric daily intake. well set a day and choose the grocery store she is used to.
You can certainly stay within your scope of practice by helping them read labels, pointing out how unhealthy foods are often stocked at eye level or at the end of the aisles, and showing them the variety of produce and lean protein options that they may have overlooked. It can be a great learning experience for you and the client. (I have learned how many nutritional myths some of my clients believed).
I agree that you can go grocery shopping with a client and stay within your scope of practice.
You may want to get an idea of what exactly your client wants to accomplish in going and keep it general. Reading labels? Picking healthy options and produce? How to store fresh items once they get them home? Shopping the perimeter of the grocery store is a great way to teach buying fresh vs. processed. They just need to know what to do with it!
Also, make sure you stay within your scheduled session time! Even though it may be fun, it’s your time.
Have fun and good luck!