What is wrong with buying a single small item online? If done correctly it should have almost zero environmental impact. The marginal environmental cost for a shipped item is the extra fuel burned by the delivery truck due to the weight of the item (in this case the weight is insignificant) plus the fuel burned while the truck is idling when the package is delivered. I would be willing to bet that the environmental cost for those items is pretty tiny compared to shipping waste, so it's pretty reasonable to complain about the shipping waste.
Small items are almost entirely delivered by the post office instead of UPS, and the post office is stopping by your house pretty much every day no matter what.
Contrast with you personally making a detour in your car to a physical store to buy a single small item -- that actually DOES have a fuel cost.
Unless your purchases are always along a route your travel anyways (like your commute), delivery is vastly more fuel-efficient as a general rule.