Yes, that has seemed like the most interesting shop to me. Enoteca Confetteria Carosso has an interesting selection downstairs, as well as lots of local food products.
Be sure to check out Caseificio Moris (no relation) on Via Roma, a wonderful cheese shop that has everything from the freshest ricotta and mozzarella to very aged cheeses, all from their farm.
Wine doesn’t have to be in bond to be exportable without paying VAT. A small percentage of wine taxes has been included in the cost, which you will not get back.
I have not always found that to be true in Burgundy, although there are limits - like liming the number of bottles one can buy or forcing you to buy something else to get what you want. Even with the limitations, the arbitrage has been real.
If you like sour beers that can age for decades, I’d try to find Cantillon bottles which should be somewhat easy to find, but not so easy or cheap over here