BBQ's are easy.
Excellent range held by the Barbeque store
21 Sukhumvit Soi 39
behind Wall Street Bar in Soi 33
email
brad@bbqthai.com
::Welcome to the Barbecue Store, Thailand::
As for supermarkets
Villa at the entrance to Sukhumvit 33/1 or Thong Lor 15 and many other locations.
Emporium Supermarket on the 5th floor
Tops in many places, basement of Central Chitlom