Hi .. the marketing guff for Shell Optimax states they use a different base stock to other petrol suppliers which is supposed to be more highly refined etc but I'd say more likely to use more effective engine clearning additives.
The 'additive package' for all others, including supermarkets, is added during the forecourt delivery because everybody else fills there tankers at the same place with the same base stock.
There was a brand war some year back where BP/Shell etc all said that the supermarket fuel additives were not as good as theirs and hence justified the price difference.
So no Tesco don't get a special base stock refined for them - it's the same 95 RON as everybody else *apart* from Shell Optimax - but the overall package, including cleaning/octane enhancers additives, from the supermarkets is felt by some to be less effective in caring for the engine. My experience is coking is a problem if you run almost exclusively on supermarket fuel.
More importantly the Shell credit card currently offers 1000 BA Miles for the first purchase on a new application and 43 shell points per £20 spent on fuel, so getting the card and donating £10 to the Asian appeal via the car gets you 1p a BA mile. Trash the card after a few months if you don't care for Optimax.