Chabad has a regular BBQ. Contact them for the schedule.
Sherman's Deli isn't kosher, but, in the past, I have noticed prepared, wrapped, hechshered vegetarian sandwiches at the Palm Springs counter.
I understand the Palm Desert location might have more wrapped kosher items.
Also, there is a Trader Joe's in Cathedral City; Clark's (a health food store-Palm Desert) has a large selection of kosher items. Ralph's and Albertson's both carry frozen kosher entrees.
Chabad of PS. (Orthodox)
Desert Synagogue / Kehillat HaMidbar (no working website) (Orthodox
)1068 N. Palm Canyon Drive
Tel: 760 327-4848
Temple Isaiah 760-325-2281 (Conservative-may still have strict Kashrut observance)