What can cause my eye balls to feel very very cold when shopping in air conditioned grocery stores for several hours?

This is unusual. If your eye exam was OK then it is just an unusual reaction to cold. If it persists pl get another one. Good luck.

This could be from dry eye, which is very common especially in cooler environments because the air itself is usually drier when cold. For the eyes to feel cold is somewhat unusual, but artificial tears could be tried prior to shopping or when the symptoms appear.