In my experience, it's less gaps and more lack of mainstream brands. The example that comes to mind is ketchup. At Whole Foods I can get generic store brand ketchup or a variety of fancy ketchups that cost 3-10x as much, but they don't have any variety of basic Heinz on the shelf. This "mid-market" gap is common for virtually every product category.
I think I remember reading somewhere that 75% of the groceries at Walmart don’t qualify to be sold at Whole Foods. I thought Amazon was going to step back on this though.