@phoebeghostwriter,

There is no large grocery store downtown. John mention Eagle Store - which is drug store with little bit of everything. People Coop is a bit far to walk in cold weather, more expensive then other grocery stores. Has a deli and some pre packaged foods to take and eat.

You might want to ask at hotel front desk about delivery options.

HyVee is the major grocery store in Rochester, there are 4 locations. Hy Vee Barlows is closest to downtown, but not walking distance. HyVee West Circle is farthest from downtown, but biggest.
You can order online and have delivered, $30 minimum and charge of 9.95
You need to create an account. Not sure if all stores do delivery, the web site can tell you the options. For more info see https://www.hy-vee.com/aisles-online

Walmart and Target carry groceries, but both are located on edges of town.

The other option is Silver Lake foods. Located 2.5 miles from downtown on north broadway, has deli and variety of pre-made food in fridge case by deli that you can reheat in microwave.

Laurie