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!