Update:
Well, I was able to manage to catch some of my food via fishing, and spear fishing, but not as much as I had hoped. For anyone that does go to St. Thomas I will share what I found.
Food / Supplies: In Red Hook (East Side) there is a market named Marina Market. It's pricey (Kerrygold $6!) but they have fresh seafood and some basic supplies.. Meat selection was questionable. There is a Costco type warehouse (there's no signage so you have to ask) called Merchant Market. They supply all the restaurants on the island with food. They have access to Grass fed Beef and Lamb, and have some pastured chicken (portions are larger since they normally supply restaurants, but I was there for 10 days so I just made one order for the trip). This was a bizarre experience. You dont get to walk through the warehouse, just place and order and the clerk goes and gets it for you.
Restaurants: There are 2 that I went to that catered to what I wanted. One was called "Old Stone Farmhouse" (Northeast Side) and the other was "Thirteen"(North Side). The former was specatcular. They have an option called "The Butcher's Block". When you order this, they take you back to meet the chef. He shows you the fresh selection of meat and seafood and you get to hand pick your meal I had them prepare it to my specs (cooked in butter, no oils, etc..) and they were more than accomodating. Dinner was lamb chop, beef tenderloin, and scallops. The latter actually had a menu for Celiacs, from which I ordered. Again, I went with lamb, and had bacon wrapped mussels as a side. Heaven.
I made it without having to compromise much of anything. Although I often was the guy BBQing at various dinner parties. But, I was extremely well fed, well nourished, maintained my sanity, and actually came back leaner than when I left. That's what I call a vacation :)