You could do without making each forward..
I use a domain name with catch-all email, so everything @mydomain.com gets sent straight into my @gmail.com inbox. And it works perfectly. No labels for these, i just search on the email address.
Whenever i subscribe, i just make up any StoreX@mydomain.com address i deem fit..
Now, whenever StoreX leaks my email to spammers, i can just block StoreX@mydomain.com