The vehicle, a white Vauxhall Vivaro, was taken from outside the store in Glyn Avenue, Moxley, on July 11.
The van has since been recovered but police are still trying to trace the man in connection with the incident.
Officers have released a photograph of a man they would like to speak to.
Walsall Police tweeted: "#APPEAL | We want to speak to this man after a white Vauxhall Vivaro van was stolen from outside a shop in Glyn Avenue, Moxley at 2.10pm on 11 July. The vehicle has since been recovered but if you know the man in the image get in touch via Live Chat quoting 20WS/161484K/20."