I'm really not familiar with the supermarket laws here, but I think you can deny their requests to search you indeed, but if they have a pretty valid suspicion they can and will hold you and you really can't deny the search from the police, can ya? To be honest, I think police's called with every incident that counts as law breaking, at least in here. Putting the ultra-pro speculation together with my personal experience (stuff I saw, though didn't see anything because I never look) and the information my friend gave me when she was working at one of the supermarkets, told some stuff about the security and some incidents. And of course I can't remember most of them because...yeah. However, I do remember that they could get 10% (something like that, not more though) bonus to their paycheck when they played these detectives, meaning any time you caught some swindler and could bust him, you'd get that bonus.
However, don't think they're really that bad, just Christmas and other holidays that makes people go shopping by masses. At those time periods (ESPECIALLY CHRISTMAS) they are more stressed and that explains why your supermarket workers might be as bad as y'all describe. Personal experiences? Haven't experienced anything except angry/tired shop keepers that would just gladly close the store. Also, I've been into the store with a rucksack multiple times, to be exact pretty much always because It's comfortable as I can put stuff in there, yet haven't been suspected even once. Maybe luck, we'll see.