Thanks everyone!
Went to Bali, thought it was "interesting" - don't know if I will be back in a hurry. The supermarket concerns of mine weren't concerns at all really.
Bin Tang in Seminyak has most usual bits and pieces that you would need for a normal meal. Quite expensive on the "over and above" typical items, but generally OK. Bin Tang was about 5 mins away from our villa.
Carrefour between Seminyak/Kuta however is where it's at. Its huge. Like a Tesco. Or those of us who aren't in the Europe loop, its like Woolwoths and Kmart and Dick Smith and <insert store name> in one big shop. Great for selection. The best selection of wine and champagne that I found in Bali. A $8 bottle of white cough in Australia costs about $25 in Bali. A $40 white costs ~$90, and Veuve/Moet costs about $110/$100, though I got my Moet on special for about $90 a bottle - as much as I detest Moet, I wasn't going to be hugely fussy. Cheese selections are cough. Proscuitto (spelling?) was hard to come by. Found lobsters, Australian Beef and US Scallops there, so quite OK from that perspective.
Christmas was a non event in Bali. No one really blinks an eyelid at the holiday over there. It was very relaxed.