"Which supermarket are you working?" This wouldn't be used. "Which supermarket are you working in?" This is correct if you are asking for the particular market where the person works. "Which supermarket are you working for?" This would be correct if you were asking for the name of the supermarket company where the person works. The answer to this question would reveal the corporation, but not the actual store where he/she's employed.

"Which supermarket are you working in/at?" means you work at their specific location, but "Which supermarket are you working for?" means you work for them and location is not important, even it might be online, and the first one doesn't make any sense.

I think all are correct and it depends on the situation which one you will need to use!

The last one is best, though as Rifat said, it depends on the situation. In casual conversation, I'd change "are" to the verb "do" as in: "What grocery store do you work for?" (Grocery store is more common than supermarket, this could be a regional thing- I am from northeast USA.)

I think its "which supermarket are you working at?! "