Probably yes, if the groceries are with you in the time machine, unless it's like the time machine in Terminator, you'd have to stick with meat and veggies and go through naked with the food = awkward.
ETA: What if you went back in time to get the groceries and the world was HUGE in the past, and everyone was giants, how'd you bring the giant food back with you in your regular sized time machine, and how would you cook it?