Ryan gave a good answer as far as the funnel side of things go...I don't have much to add to that. The mismatch issue happens all the time: the advertiser has one headline on the ad, but a completely different one on the landing page. This scares the heck out of the prospect when they arrive.

The main issue I see is one of targeting. Who are you getting on your list?

You see, you have to make two sales here. Sale #1 is the sale of the idea that grocery delivery is a feasible and good idea in the first place.

As a conversion expert, I don't like these kinds of situations because they require a lot of extra work. I'd rather find something people *already* understand the value of, and are just looking for Sale #2 to be made:

That YOU are the best choice for delivery of the product or service.

CTR of about 3.8% on FB ads is nothing to cry about, but looking into that audience's expectations might be rewarding for you. What did they expect when they clicked? If you can go back to them somehow and do a survey (a survey is a great in-road, BTW, to start the conversation with them) to find out what happened, I'd do that.

Now this is how troubleshooting funnels works: you have a leadgen process; it falls down. You fix it and it starts working. Fine, now those leads go into a qualification process. That breaks. OK, you fiddle with that and get it working. Now qualified leads are heading to your conversion process. But that doesn't do its job. So you have to fix that.

Expecting things to work perfectly out of the gate is wishful thinking.

So...

a) Targeting -- are the right people in your audience? What makes you believe this audience is predisposed to getting a grocery delivery service?

b) Qualification -- what are you doing to qualify your leads? As far as I can tell you're sending unqualified leads to a conversion system and hoping things work out.

c) Conversion -- What is the mismatch between what the arriving leads expect and what they actually experience? Remember, perception is reality so what THEY believe is happening is what matters, not what you intended. Find out what happened.