Natural Grocers by Vitamin Cottage, of Lakewood, Colo., has started work on a $2 million project at 4511 N. Division, where it plans to open its first Spokane store. The company is taking 7,000 square feet of space previously occupied by the Office Depot next door and building an additional 9,000 square feet. Baker Construction & Development Inc., of Spokane, is the general contractor.