Cold approach at grocery store what to talk about

If you want to start out by approaching women indirectly but you don't really know how to start conversations, then I'd advise you reading Roosh V's book 'Day Bang'. Plenty of examples of openers for different kind of venues, like the grocery store.

I'm not going to get into the 'direct vs. indirect' debate. They both work. If you're just starting out and you're doing this by yourself, then I'd personally suggest trying indirect first [especially suited for inside venues like grocery stores]. But I think that being honest and giving compliments can be good too because that requires a lot more courage, which will reshape your identity much faster as opposed to only going indirect.