I can imagine how you did feel in such situation, luckily I did not have such situation myself but I saw couple of time. It is hard because the kids want to see how far they can go to get what they want, on other hand we need to make sure that they know where is the border and where to stop, that they can not receive everything what they like.

I think I would also just take my kids and leave the shop and maybe then not to go there for couple of weeks.

I think it was good to have a chat with children at home and explain why they should not what they did and many of them will understand earlier or later :)