I'm 24 weeks and I still go- albeit because I can't always (or even often) manage to get a supermarket delivery slot. Luckily our local co op aren't doing the 1 person per family unit thing, they just limit how many people are inside at one time, so I take my two oldest sons for the lifting. We mask up and I have a death glare for anyone who looks like they might get too close.
When my belly gets too heavy I won't go at all and my partner will have to do it all, but while I'm able I still want to do my part. My partner is way too sensible when doing shopping! I want treats, not just bread, milk, fruit, veggies etc.
The majority of people I see while out shopping are being sensible, distancing, wearing their masks, being very polite with each other when it comes to stepping aside to let others pass etc, so that's a big part of why I feel safe enough to go.
That being said, I think we will be 100% self-isolating from 36 weeks onward, not wanting to tempt fate to give us covid just before I have to give birth.
In answer to your question, OP, I think you should stop going when your gut instinct says stop going, I'm a big fan of trusting one's gut instinct! Mine has yet to let me down.