I’m not sure if it’s a different situation in Europe than where I’m at as far as things like self checkout, surveillance, how much store employees care, etc., but I’ll tell you what works for, uh… some friends I know in the US. This is only for grocery stores with self checkout and using a handbasket. First, buy one of those reusable grocery bags you bring from home if you don’t already have one. It should be opaque and fairly rigid. Grab a handbasket and put your normal, green-friendly grocery bag in it with the bag open. Expensive + small things go into the bag. Larger, hopefully cheaper things go in the basket but on top of the bag. You will be paying legit for the latter things. Do not put things into your bag if it would exceed 1/3 of your bag volume and don’t put stuff on top that would exceed 2/3 (a little bit more is fine). Go to the self checkout. Take the things out of your basket but not out of your bag which stays in the handbasket along with its contents. Scan those items and pay for them as normal. Start loading your purchased groceries in your grocery bag on top of your unpurchased groceries that never left your bag. Casually leave the grocery store with bag in hand, along with a receipt for a bunch of stuff in your bag, right there filling the top 2/3rs of it. There’s just more stuff beneath it that isn’t on the receipt.

There are a few things that can go wrong and you can probably think of them. However, having known people who have done this for years and never had a problem is a pretty good indication that these things rarely do (if ever) end up going wrong, so long as you’re really careful, casual, and only do it in the appropriate stores. And yes, this is done with cameras all over the store and at least one employee managing all the self checkouts. That last part is why it’s better to do this when it’s busy at the store, but it usually seems to work fine even when it’s not.

edit: typos fixed.