Watched a documentary about this earlier today on one of those crime channels on Sky, can't actually remember it happening even though it seems like it would've been a fairly large news story at the time. All sorts of mad shit - communicating with the bomber via cryptic adverts taken out in the local paper and stuff.
(Definitely pre-9/11, doubt it would've taken so long to catch him in a post-9/11 world.)
"The Tesco bomb campaign was an attempted extortion against British supermarket chain Tesco which started in Bournemouth, Dorset, in August 2000 and led to one of the largest and most secretive operations ever undertaken by Dorset Police. During the campaign, a blackmailer identified by the pseudonym "Sally" sent letters to Tesco stores threatening to harm customers if his demands—for Clubcards, modified so that the holder could withdraw cash from automated teller machines—were not met."