Go to supplement website of your choice [My favorites: Optimum Nutrition; MyProtein; Fitmart (Germany only)]

Purchase any supplement (preferably Whey Protein or any other kind of protein powder)

Now on to the SE part:
Method 1) Let's say your supplement comes in a bag (as e.g. with MyProtein and Fitmart).
Wait for the parcel to arrive, then go to their live chat or call support (I would highly recommend calling support, learn the reason for that in any other SE guide) and tell them you received a slightly damaged package (tampered with/cut on one edge/be creative here ...), and the whey protein/supplement bag was slightly cut open.
Tell them your supplement was all over the package, and more than half of it wasn't in the bag anymore.
You obviously tried your best to save the product (tried using hand brush and what not), but it wasn't possible and now you are disappointed and confused about what to do, because it definitely wasn't your fault.
They will apologize and offer you either a replacement or a refund.

Method 2) Let's now assume your supplement comes in a bucket (as e.g. with Optimum Nutrition).
Again, wait for your package to arrive, then go to their live chat or call support and claim that you opened the parcel, everything was packed nicely, but when opening the bucket, you noticed how the protection seal was either damaged/opened already or simply not there at all. Go on about how you always buy their products and you are confused and disappointed about this incident.
Tell them that because you cannot be sure about how long the supplement has been 'opened' already or whether it has been manipulated, you had to throw it away.
The rep will apologize and offer you either a replacement or a refund, just as you wish.

Method 3) This is especially useful for products that aren't powders, so that the first two methods wouldn't work.
Let's say you ordered protein bars/vitamins/dietary supplements.
Wait for your package to arrive, then go to their live chat or call support and tell them you had the worst experience ever with their product (stomach cramps, nausea, throwing up, be creative here..) and that you have never experienced symptoms like this before.
Although I would never recommend that for SEing, make them feel bad.
You might just have gotten a bad patch, they will most likely apologize and offer you either a replacement or a refund.?


Some general things & tips:

If they ask for any batch number, simply tell them you already threw away the product. Apologize, be kind and understanding.

Don't just use DNA (did not arrive) or empty package for supplements. This is boring, save it for Amazon and stuff like that.

I CANNOT STRESS THAT ENOUGH: I will not explain basic social engineering in this guide, but keep in mind, THIS IS STILL SE.
Don't be an asshole. The rep is just trying to help you. Be understanding and kind, this will make it all easier and get it done quicker and as good as possible for both sides.