How can I ground an appliance with a CEE 7/7 plug plugged into a step-up transformer with a "universal" female outlet?
After further research prompted by Ken's comment, I see that if I buy either a transformer or a plug adapter with a CEE 7/3 socket instead of the silly "universal" socket, then it will have earthing clips that make a ground connection on the sides of the plug.  I missed this before, because I was expecting to see a male earthing pin.

However, I like the form factor and price point of the transformer I originally linked, and would still like to know whether replacing the plug would be as good.  Or better, since I had the impression that plug adapters aren't meant for continuous use.