The few times I have done this I have used the cocoon that came with the P&T pram. It is easy to carry from the car if you are parked fairly close and will sit on the bench or floor in the change room. If I have walked to the shops, then I pull the cocoon out of the pram and leave the pram in the shop.

I do the same for appointments like doctor etc. when I don't want to wear DS because he will have to be taken out of the HAB when I get into the appointment. I park nearby and then use the cocoon to carry - then I can also change a nappy in it if there is nowhere else appropriate available.