It might sound obvious for some but it took me a long time to realise what I was doing wrong.
They just need food!!
They are, indeed, grown under intensive conditions and will have use up all their food reserves by the time they reach the supermarket shelves. The easiest/laziest way to deal with them is to feed them using a bottle of Baby Bio (it takes very little space in the cupboard) or any other fertilisers and follow the instructions. You should see an improvement within a week or two.
The proper way would be, of course, to also repot them into a larger pot.