You Do Need power plug adapter while traveling from Cayman Islands 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 Cayman Islands are A and B. This is how they look like.

Cayman Islands

In Cayman Islands, outlets of type A and B are in use.

Type A

Type B

Vatican City

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

Type C

Type F

Type L