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I don't have any reason to believe they're different than any other sort of store. I shop mostly at the Monona Copps or Woodmans East, I'll let you know. Monona Copps store has a Guaranty Bank branch just inside the entrance which was recently robbed, so they might be more jittery than otherwise. If either of these places don't like it, I'll take my business to Cub Foods, or, wherever.
The shoppers in most grocery stores are so unobservant that they hardly know how not to block an aisle for people to pass by, let alone to notice a small object like a gun on your belt. Shoppers seem to be slightly aware of vague featureless blobs moving about within the aisles, but that's about it. They are concentrating on finding Jello Instant Pudding, Cocoa Puffs and the green peppers that aren't all bruised.
On the other hand, the employees of Woodmans get a bonus if they catch a shoplifter, so they might be paying more attention to people. (Although when it comes to finding one to help you, it seems less so.)