You don't say how you get to WDW, and if you are flying, do you rent a car.
Clearly, if you have a car available, a quick trip off property is well worth the time. I myself happen to like looking around unfamiliar grocery stores in new areas or countries (I worked in one for over 10 years while in school). It drives my wife crazy.
We fly and use DME. Most of the time we are not paying for checked baggage, so we actually pack a bag with food. Nothing crazy, but just dry goods like crackers, cookies, cereal, coffee etc. We use garden grocer for a few bottles of wine, milk, butter, bread, eggs etc. We are not ordering all that much, so the mark up (which is pretty steep) only comes out to a few bucks.
I think I am going to start looking into InstaCart. I really do like the service from GG. Excellent communication, and the few rare times they have made an error they corrected it quickly. But their mark up is starting to get crazy.