I don't know, mainly as I don't have kids. But our supermarkets stock all kinds of gluten free, dairy free products for adults so I'm sure they do the same for babies.
I will check when I next go to the supermarket for you and report back, but in any case, I would bring a few jars etc of baby food with you, so you have something to use when you first arrive.
Update 2011 - yes there are dairy free products in the baby section at our local big supermarket Papantoniou. They have a huge selection of baby products, though someone told me that nappies are expensive compared to UK prices, so it may be worth bringing a good supply!