Just a few minutes from the Vatican, on the corner of the Via Germanico and Via Ottaviano, you will find one of the best stocked Expat shops I have ever seen. Castroni is about 50 m2 with 3m high ceilings making it into a bewildering foodstuffs paradise.
No matter where you are from, they have the sauce or spice you have been looking for. Just run out of Marmite, Sriracha, Creme de Marrons, Pataks Curry Paste, or Betty Crocker cake mix? You are in luck. You can also pick up some fancy Italian treats here and get a zingy double espresso.
They apparently have many shops with different specialties, so if I was living in Rome I would make it my mission to map out each of them and spread the word.