When I go to Costco they only briefly skim my cart when I leave. I've never had them root around in my boxes to find a bag of nuts that are on my receipt. I think they are looking more for expensive items or items that are commonly shoplifted. I doubt they will stop you if all you bought was plastic kitchen utensils and food, but they might check to see if you aren't carrying out a grill that you didn't pay for.
