Closest place to do major grocery shopping is in Bellagio. However, for fresh panini, milk, odds-and-ends you might as well support the local smaller stores. There's a tiny store that sells just enough to survive. Walk down to the main street, turn left and go past Restaurant Crotto. It is somewhere in the block on your right hand side.

Hard to explain how to get to this hidden place from there. I suggest you wait and follow a hungry-looking local person. My sister had told us you just enter ...
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