Head back to the grocery store. Before entering, make sure to make the proper preparations. There will be more guards but you can use the same entry point from the loading area. Make sure sure to use stealth since these guards are not to trifled with. You can even lure them with whistling (even for the enemies above) and ambush them by the stairs.
After getting rid of his men, go after Moreau in any way you want. Take note that even if you wiretapped the entire district, Lincoln will not spare this racket boss. It's personal.