Hi USUK2004 -- the secret is of course to adapt to what you can find or else make it yourself!
I searched high and low to find St Joseph’s day pastries last year but could not find any in all of London so this year I made them myself. It was easier than I expected and the results were pretty good.
I don’t know where you’re located but if you’re in or near London the three best Italian stores are Camisa (as Victoria mentions) on Old Compton Street and Lina Stores around the corner on Brewer Street in Soho, both are very good for different reasons. My favourite though is Gazzanos on Farringdon Road in Clerkenwell (what once was London’s Little Italy).
I like Camisa for their sausages and they also sell cannoli from time to time. I like Lina’s for fresh pasta and they also have good cheeses, plus the owner is a doll (though he’s a northerner!)
Gazzano comes closest to a NY-style Italian deli. Best all around selection for sliced meats, cheeses and basic grocery items.
Supposedly Harvey Nichols has fennel sausage, thick grind like back home, but I haven’t made it over to try it yet.
Sainsbury has block mozzarella (like Polly-Os) which is better for baking.
My next quest is to find escarole and broccoli rabe.