There is a large Edeka in Walldorf with a good selection, if you are referring to the Walldorf south of Heidelberg, where a large software company is headquartered.
A shuttle probably costs you around 80 EUR each way, so that it might actually be cheaper to rent a car. There are some large grocery stores just off the A5, that you could hit on the way back to the airport, such as a large Kaufland in Weiterstadt.