The main supermarkets are allowed to open 7 or 9 Sundays per year and they do this in the high season, this has been the case for some 5 years or so. They often publish the dates in store.
However many small shops/mini super markets are open on a Sunday from 10 - 1400, in Sabinillas and Manilva (you can even buy fresh meat/chicken on a Sunday in the back streets if you know where to look. Pascal y hijo is always open Sunday midday 2/3 up the hill from Sabinillas to Manilva.
Also fresh bread is available every day in these shops. Don't forget garages sell bread, milk, tins, spirits and vino and many open long hours till 10 at night.