Hi !
Ils voient le prof au supermarché le samedi matin
le prof is masculine singular so the direct object pronoun has to be masculine singular = le
A) Ils le voient au supermarché le samedi matin
B) isn't correct because "la" is feminine (it should have been "la prof")
C) the pronoun is always before the verb so C) is incorrect
D) Il le voit is false = singular . The sentence is "Ils voient"
hope this helps !