A partial solution could be to use "Todoist" which is a popular task and shopping list organiser. This will integrate with Alexa and anything you add via Alexa goes to a list called "Alexa Shopping List" or to the top level Todo list. You can set up different lists (they're called "Projects") and using either the iOS Todoist app, Android app, or in a browser, the items can be moved to the appropriate list. This is obviously not exactly what you want but it goes some of the way, until Todoist can develop the facility to identify which list you want to add items to.