We love Sarafina's. There is also a nice small bakery on the way to Marigot from Grand Case. I don't remember the name, but it is on the right side as you go down a hill. Also, in Orient Village, there's a bakery at the place they sell the rotisserie chicken & potatoes, and Good Morning has a small selection, too.
If life hands you a lemon, just squeeze it on a lobster!