If you are at the shops and they are misbehaving they are probably bored / tired and it's probably a good idea to take them home. If you are out, tell them you will go home. It's not ideal for you, but unfortunately taking them out of the situation usually rectifies it. It's all about sacrifice! So just say, if you do xxx again, then we will go home. If they are tired and / or bored and have nowhere comfy to rest (i.e. own familiar surrounds) or nothing that will keep them busy, then I believe their behaviour wont get any better.