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

Here is Why You Need An Adapter

The outlet and plug type used in Saint Helena is G and in Vatican City are C, F and L. This is how they look like.

Vatican City

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

Type C

Type F

Type L

Saint Helena

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

Type G