I haven't been for 4 years but did for 4-5 years prior to that, and always took an msr. Usually stayed in the big campground in Saas Grund. Their store stocks some fuels, but I don't think they bothered with white gas. But found white gas within walking distance in at least one of the 2-3 reasonable sized outdoor stores in the two towns. There's at least one store down in Grund (somewhere down by the cable car), and 1 or 2 up in Fee. Times always change, but if I went again I would take my xgk and expect to find white gas.
If you're driving through France, you can get "essence C" sold by hardware stores as dry cleaning fluid, but it is cheap as chips and basically Coleman fuel.
Definitely get C though, not F, because the latter burns hotter. Lots hotter.
My Coleman fuel stove went from normal hot to glowing cherry red / about to explode hot in less time than it has taken me to type this. Im pretty sure if I hadn't managed to turn it off it would've exploded.