You Do Need power plug adapter while traveling from Hong Kong to Cayman Islands.

Here is Why You Need An Adapter

The outlet and plug type used in Cayman Islands are A and B and in Hong Kong is G. This is how they look like.

Hong Kong

In Hong Kong, outlets of type G are in use.

Type G

Cayman Islands

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

Type A

Type B