Gotta give a shout-out to High Street Market in Itaewon. It opened fairly recently and has quickly become a haven for foreigners. The store boasts its own bakery where you can actually buy, and sample, bread that tastes like real bread with -bonus!- authentic bread consistency, too.
The store has a deli section as well as several dry-food bins where you can buy things like black beans, lentils, and granola. It also has a decent wine section which includes baskets full of damaged label bottles that are greatly reduced in price.
I won't mention what I go there for lest my staple items sell out before my next visit. But let's just say that if you've got cravings, chances are high that High Street Market's got you covered.