You Do Need power plug adapter while traveling from Mauritius to Saint Helena.

Here is Why You Need An Adapter

The outlet and plug type used in Saint Helena is G and in Mauritius are C and G. This is how they look like.

Mauritius

In Mauritius, outlets of type C and G are in use.

Type C

Type G

Saint Helena

In Saint Helena, outlets of type G are in use.

Type G