Just a heads up, MK does not sell bottled wine. Only specific Full Service restaurants sell alcohol at the Magic Kingdom.
I would encourage a quick walk over to Contemporary after leaving for the night. They sell wine in the gift shops on the concourse. It won't be grocery store pricing but its cheaper than buying it on the ship.
As an alternate option: You could always jump in an uber to a grocery store to pick up a few bottles. Usually uber is fairly affordable from the resorts to the grocery store Publix and Target are the two closest to Disney property.