Compare eSIM plans for Vatican City

Vatican City is a sovereign state of 44 hectares with its own ISO country code, and no consumer mobile network. The cells that serve St Peter's Square sit on Italian soil a few hundred metres away, which means your phone attaches to them with no roaming event and no configuration. So the connectivity question here is not which country to buy, it is what happens indoors. Almost everything a visitor comes for is inside a Renaissance building with masonry metres thick, and that is where the signal goes.

• ●Outdoors is easy. St Peter's Square and the Vatican Gardens behave like any dense European city centre. Indoors splits in two: St Peter's Basilica holds a usable signal near the doors and under the dome, the dome climb itself is fine in the stairwell openings, and then it degrades. The Vatican Museums, the Gallery of Maps, the Raphael Rooms and above all the Sistine Chapel sit deep inside the complex, and the Vatican Grottoes below the basilica have nothing at all.
• ●That shapes how you plan the visit rather than what you buy. Ticket scanning happens at the entrance, outside, where there is coverage. Anything you want mid-route, a streamed audio guide, a reading on a particular fresco, a photo sent to someone, should be downloaded or deferred, because the museum route runs one way and is long. You do not walk back to find signal.
• ●Price it as a Rome trip. Nobody spends a fortnight inside the enclave: the Vatican is a half day bracketed by Rome, so the plan that makes sense is the one covering Italy for your whole stay. A Europe-wide bundle does the same job if the trip continues elsewhere.

Sources: Internet Society Pulse: Italy (serving network), ITU DataHub: Holy See, Ookla Speedtest Global Index, Vatican Museums