These were 2 markets I visited that had Gluten free items:
Marina Market at Red Hook
340-779-2411

Dolphin Supermarket
Boulon Center, Cruz Bay
(340) 776-5322

They had several gluten free items like Amy’s frozen items, Mi-Del cookies, and gluten free café.

Marina Market at Red Hook Prices on what I bought( a little higher then the mainland US but not bad)
8oz of bacon $4.99
8oz of block Kraft Sharp cheddar cheese $3.89
Half dozen eggs $1.39
Bananas $.99 a pound
Idaho Potatoes $1.19 a pound
8oz Butter $3.19
NY Strip $16.99 a pound
8oz sour cream $1.99
Jiffy Popcorn $1.99