This little grocery store is in walking distance of the U.S. embassy and is a good bet for staples. It is relatively small, but they have your basics like milk, cheese, some veggies, pasta, cleaning supplies, a small baby section, and a small frozen food section.
Directions: From U.S. Embassy Bravo gate, turn right to walk down the hill. When you get to the main road, take a right onto Ahmet Krasniqi. Walk about 500 meters (~0.3 mi) and the red-and-white Maxi sign will be on your right, set back in a small parking lot. The walk takes 15-20 minutes at a normal pace.