The best ressource for expats in Qingdao is Ian Burn's Redstar Magazine.

The dining section lists a few sandwich shops, check here.

Your best bet to find cereals is Jusco, Walmart, K-Mart or Carrefour. Redstar has shopping listings as well.

If you need more info on Qingdao, don't hesitate to ask. I spent too much time there and explored every corner of the city in 2006.