You Do Need power plug adapter while traveling from Bahrain to Vatican City.

Here is Why You Need An Adapter

The outlet and plug type used in Vatican City are C, F and L and in Bahrain is G. This is how they look like.

Bahrain

In Bahrain, outlets of type G are in use.

Type G

Vatican City

In Vatican City, outlets of type C, F and L are in use.

Type C

Type F

Type L