几点 position in sentence
Yes, it is grammatically correct.

And it is very natural.

Breaking it apart (somehow) gives the "eight o'clock" part an emphasis. You can also say 昨天晚上我八点去超市了, if you want to emphasize on "八点".

Question words are sometimes automatically emphasized (as it is what the speaker cares about), so it is very natural to say: 昨天晚上你几点去超市了？