I really enjoy the baked goods from Old Heidelberg. The brezels are very authentic and Delicious - take it from a native German - they are very good. The bread is good but not great. I am not sure if they bake the bread in house or order it in, but all of the breads I have purchased there do not taste freshly baked - still good - but not same morning baked fresh taste :)
The little grocery store has plenty of authentic German groceries and the selection is fantastic. The one thing are the prizes, they are super high.
All in all it is a great place and I wish I lived closer so I could stop by more often.