I am not on the shielded list, but I have only had trouble getting a slot right at the start of the crisis. Since then, I have managed a Sainsburys delivery when I've needed one, so availability must vary widely across the country. The only dilemma I feel is whether to order just what I need immediately, or whether to buy more so that I don't need to get as many deliveries as before the crisis.
I have shopped online since the service started (about 20 years?) so I don't feel guilty about continuing. Also, I don't drive, so click and collect is out of the question, and if I went out to shop (which I'm not keen to do) I would have to go a few times a week, as I am unable to carry much because of health conditions which don't qualify me (rightly) to be on the vulnerable list. There isn't a large supermarket near me, so I would have to go to several smaller shops to get everything I need, and then carry them back on foot.
I don't make a song and dance about getting deliveries, but I have seen people moaning on social media that only those on the list should get them, whether or not they have ever shopped online before, and without the slightest thought that those not on a list don't necessarily have easy access to groceries either.