The MacBook chargers are designed to be safe without grounding.
The grounding pin does have a use, though: some cheap powered USB devices will put out a voltage relative to ground on their '0v' lines. If you touch a MacBook that's plugged into one of these devices, you can get a small shock. If you're using a 3-pin adapter, this doesn't seem to happen.
The charger looks like this: https://support.apple.com/library/content/dam/edam/applecare...
And also comes with a longer, three-prong cable that replaces the little two-prong piece: http://www.ebay.ca/itm/like/172352962036?lpid=116&chn=ps