You Do Need power plug adapter while traveling from Macau 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 Macau is G. This is how they look like.

Macau

In Macau, 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