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Sainsbury gave a depot at J26 on the M25, 600 x 120m, for deliveries to supermarkets in London & satellute towns, north of the Thames. There is a similar one near Greenwich, (don't know the precise location, as I never worked there).
The other supermarket chains have similar London-peripheral set ups.
Multiple smaller vans require multiple drivers, a much higher cost - also you'd need somewhere on the outskirts of London to use as a hub for logistics, one HGV can come down from the Midlands where land and labour is cheap, tour the stores and return, one driver, one vehicle.