Some options on things to say
those are for the other kids (when they point at something and ask for it)
we can put it on your birthday list, take you phone out and write an email ask them what color, what size lots of details and write it down
start with pocket money (very very little money) and then let them spend it, when they run out say oh dear, well maybe you can buy it next week
tell them before you go out that today you are only buying things on the list, when they ask for something, get the list out and work through it with them
every so often, add a treat, but only if they have earned it with good behavior earlier that day (not on the shopping trip itself) and let them write it on the list themselves
as they get older, teach them (and model yourselves) that when you are thinking of buying something extra, you take 24 hours to think about it and research if that is the best price etc
tell them that this shop is too expensive for sweeties etc and you will look around to see if you can buy it cheaper elsewhere
NEVER NEVER change your mind in the moment. It makes them think that if they pester you / tantrum they will change your mind again
When you decide to make the change, plan ahead and then make a series of fake trips to the supermarket… that way when they start to tantrum you can just pick them up and go to the car without the nightmare of abandoning shopping that you really need.