Don't know how much frozen goods you buy at a time, but you have a couple of options. First, quite a few rack trunk bags have an insulated main compartment. Frozen veggies and smaller frozen dairy wouldn't have a problem in one of those, but things like frozen pizza or family/party sized Stouffer's products ain't gonna fit. Option 2 is to check and see if your grocer has those reuseable insulated bags for sale- usually located near the frozen food section. I know Wal-Mart has them, my primary store doesn't.
A possible third option would be to use a waterproof backpack. The Banjo Brothers would make a good perishable goods hauler. If there is condensation (which there probably will be) and you still need the backpack after your grocery run, simply remove the waterproof liner so that it can dry while you use the shell pack.