The former England captain has been a regular at Tony's Pie And Mash shop in Waltham Abbey – not far from his East End birthplace – for years.
Owner Tony Lane later said: "David is a top bloke. He ordered double pie, double mash, liquor and a cup of tea.
"Plus a side portion of jellied eels."
The couple have also been catching up with family.
David uploaded another picture of him and Victoria with his sisters Joanne and Lynne and friends celebrating Joanne’s birthday.
“Merry Xmas everyone…. Just at my little sister Jo’s birthday party tonight,” the caption read.