Grouding on a incandescent 120 V dimmer
Since there doesn't appear to be any grounding conductors in the box, and the box appears to be plastic. You've done all you can do, aside from installing a nonmetallic cover plate.

This answer might also be helpful.

If you're concerned about it, consider that it's been operating without a ground since the switch was originally installed.  If you're really concerned, you could install a GFCI breaker to protect the circuit. If you're really really concerned about it, you could install an equipment grounding conductor from the panel to the switch.