Many of the big chain stores are selling more allergy friendly foods. I do most of my grocery shopping through walmart online or amazon prime pantry. My daughter is dairy, soy, egg, and shellfish allergy. Most products if you read the about section it will tell you the ingredients. Hope that helps!

Considering that you don't have many grocery options nearby, can you make a monthly/quarterly/semi-annually trip to a larger city to stock up?

Then, building off of Sweatergal007's post, my kids are anaphylactic to eggs, tree nuts, and soy, so we use the following online providers (mostly for snack foods -- "granola" bars, "granola", chocolate, "trail mixes", etc.):

Enjoy Life
Gerbs
Divvies
88 Acres
Brothers All Natural
Made Good
Epic Jerky
Delallo Foods

Otherwise, I basically shop the outside rim of my grocery store (meat, dairy, produce) and cook from scratch. I spend a LOT of time in the kitchen, but batch cook/bake and pre-prep ingredients on the weekends to try and be a little more efficient. A well-stocked pantry (buy extras of items when they are on a deep sale) will be your new best friend, LOL. If you don't already have one, invest in a stand-alone freezer. You can store "frozen assets" (pre-made meals for "those" nights), cookies, muffins, bread, fruit, along with meats, cheeses, and/or other ingredients that are safe for your family.

Local Farmers Markets are typically the safest place for us to get safe fruits and vegetables. We can talk to the farming staff to find out exactly what cross contamination has been going on with the fruits and vegetables. This is necessary for me, because a lot of places use a Citrus Wash that contains Corn to wash their fruits and vegetables before sale. I react to fruits and vegetables washed this way since I have a severe Corn food allergy.

It took forever to realize I wasn't allergic to all fruits and vegetables.

I recommend buying meats directly from a local Butcher, because again they can tell you exactly what has happened to the meat. If I buy pre-packaged meat from a grocery store, I risk a reaction since a Corn based solution is used to keep the meat looking fresh.

www.thrivemarket.com lets you shop by a variety of options, such as: organic, gluten free, soy free, etc. There is a $59 membership fee, but their prices are typically much cheaper than any store.

Depending on what you're allergic to I like Enjoy Life! foods. (the brand name includes the !). I also like Gerbs for seeds.