I'm also a sailor and have primarily done my provisioning on Tortola, but have shopped at Buck's Market at the Virgin Gorda Yacht Harbor and found it to have everything we needed.

These guys are in Tortola, but I thought I've heard they will deliver to other islands, include Virgin Gorda, if you spend a certain amount. In any event, their website will give you an idea of what to expect in terms of prices and what's available. They are a little higher than some other places though.
http://www.amplehamper.com/

You can bring in food from the U.S., just not any fresh produce, but I wouldn't bother.

Lastly, here's a link to markets on Virgin Gorda.
http://www.adagiovilla.com/virgin_gorda/vg_links.html