I live in England so it’s difficult for me to advise you unless you live in the same place. It is also difficult to do product endorsements. I am not an over fussy person and I think that sometimes the supermarket products can be nearly as "good" as health stores and there also have the advantage of a fast turnover. I have seen almond macadamia nut oil in the supermarkets and my practical approach would tell me to give it a go.
It is very difficult once the mind has decided to reject olive oil as it will continue to make the association. It is the brain that controls our vomit response rather than the auto-reflex action of the stomach.