That would only work for me if I had actually booked a delivery slot.
Oh and if I knew where my data had been sent. Multiple retailers?
Of course it would work for you.
Received a letter/email/text that makes you suspicious?
Then contact the supermarket(s) directly to query it. You can ring them all, one after the other.
Ring their helpline or access the Contact Us section of their website.
Ask why/how you were contacted, and what data about you is being held on their systems.
Once you have done that, if what they tell you still makes you uncomfortable, then take the necessary steps to have that data removed.
Of course, if the contact you received turns out to be a scam, then the solution is even quicker and easier.
Simply block that sender, using the block facility on your phone, tablet or email provider's software. (it takes me about 3 secs to do this on any of my devices).
https://www.ncsc.gov.uk/guidance/securing-your-devices
Also report the scam immediately. I understand that the UK government has actually set up dedicated task forces to deal with fraud during the coronavirus crisis
These steps will resolve the issue, but they take a little more effort than speculation and rumour on an internet forum.
Here is some more information about coronavirus scams
https://www.which.co.uk/news/2020/03/coronavirus-scams-how-to-spot-them-and-stop-them/
and here is a link to report them in the UK
https://www.actionfraud.police.uk/
The reason I am finding the 'conspiracy thinking' on this thread so problematic, is that I have had numerous encounters with government agencies and data. DVLA, IR, GOV.UK website, both personally (tax return) and professionally. I can say with certainty that their security and data protection measures are the strongest that I have encountered, with complicated assigned passwords, pin verification with time limited log on access, only after confirmation via email or text using only contact details that were previously verified. The fines that are imposed for data breaches are serious, and any organisation found to breach are held accountable to the tune of many thousands of £££.
@DCUKMod has also posted a link earlier in the thread suggesting that people read the specific, restricted time criteria of any government data sharing. I will post it again for those who haven't already read it:
https://www.gov.uk/government/speeches/data-sharing-during-this-public-health-emergency