Lita's Supermarket: Groceries in Dili (1)
Dili has an outdoor fish market along the waterfront. Its one of my Dili page to-do tips. Otherwise, there is no regular street market other than the typical small street vendors selling some vegetables or fruits. There is a vegetable stand that has some daily produce. This is on the waterfront, across from Lita's Supermarket (near Hotel Tursimo).
For more western staples like cheese and milk, there are two main grocery stores. The smaller and more economical is Lita Supermarket. It closes, if my memory serves me correctly at 6pm, so best to do your shopping early.
What to buy: Buy some fruits, vegetables, western foods and snacks. For harder to find items, you may have to go to Leaders supermarket.
Leaders Supermarket: Groceries in Dili (2)
For more western staples like cheese and milk, there are two main grocery stores. The larger (and more expensive) one is "Leader Supermarkets" on the main Ave Comoro, just west of the "Backpackers" and "Tiger Fuel", in direction of the airport (only about 5 minutes from city center).
What to buy: Buy fruits, vegetables, western foods and meats. Don't buy fish here because there are better prices and fresher fish on the daily market along the Esplanada.
What to pay: More expensive than other places, but the selection is widest.