I wonder what Waldbaums someone from Rego Park would go to. Probably Ozone Park, but there is an equivalent Pathmark and a much better Stop & Shop at about half the distance. Given the Jag reference, it makes more sense. Ozone Park and Howard Beach, amongst other things, have a number of low-level mob types as residents. I’ve told people who think The Sopranos’ characters aren’t real to come with me to Howard Beach. You’d leave thinking they (Sopranos’ characters) were understated.
I doubt it was the Jackson Heights Waldbaums - you are very unlikely to find a Jag in Jackson Heights (at least during the daytime). College Point and Whitestone are possibilities, but it’s unlikely for a Queens born & bred to travel past closer equivalent supermarkets unless they know someone there and are getting a discount.
No Wal-Mart in Queens yet.
ETA: Given that their hang-out is in Glendale, Stop & Shop would make more sense, also in Glendale.