I used to keep all bags: bread bags, bags from frozen veg, all sorts of bags, all the ones that say they are recyclable. I'd stuff them into a bread bag and when it was full, keep it till I was going near a big supermarket because we don't live near any, then chuck it in their recycling point. Which usually has a tiny opening so you can't stuff many in without feeling like you're doing the wrong thing.
I found out i could give bags to the delivery driver when I get my grocery delivered... Except they are told just to take the shopping bags, with the shop name on, y'know.
So, all these bags that say "recyclable at larger supermarkets" and actually the supermarkets don't want that responsibility. And who can blame them? I've given up and am throwing them in the bin, but it's an endless stream and I hate to think how many are being chucked across the country. I'm now looking at ways of cutting down my use of them, but I'm feeling rather disheartened by the whole thing.