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

Saint Helena

In Saint Helena, 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