Is it safe to plug one travel adapter into another?

In the specific case of a MacBook, it's safe: the MacBook power supply is non-grounded. The grounding pin on your UK "type G" plug is probably a plastic dummy pin, so going from a UK "type G" to a Colombian three-pin "type B" to a Peruvian two-pin "type A" or "type C" doesn't lose the ground connection.

If, on the other hand, you're using a device that requires grounding, it's only safe if the "Peruvian two-pin" plug is a "type F" (Schuko) plug. "Type A" and "type C" plugs don't have ground connections, and you risk getting electrocuted if, for example, a wire inside the device breaks and comes in contact with a metal case.

It really depends on the travel adapter(s)

Stacking two of them isn't really the issue. It's that an awful lot of that stock is made in the far east, and lacks any certification by any competent testing lab. (in fact the CE mark can be counted on to be counterfeit unless an EU bricks-and-mortar manufacturer made or imported it).

So look for ones with the stamp of a reputable testing lab. These shops don't bury the lede: If they have a hard-won UL Listing, ETL, BSI, CSA, TUV etc. -- they'll put it front and center. However if the most prominent mark is CE or CCC, that means they couldn't get a proper listing; it's a self-admission of junkness.

It also depends on the load, in two axes.

Is the load double insulated?

If you see a "Square on Square" symbol (literally a square inside a square), that means your load is double-insulated. That will help compensate for adapter problems; not least that these adapters love to exchange hot and neutral. [not least, British BS1363 (Type G) puts hot on the left (ground down), US NEMA 5 (Type B) puts it on the right.]

Is the load small?

Adapters are notorious for very flimsy connections. You can get away with murder if your load is only a 10 watt iPad charger. But trying a 1500 watt hair dryer is asking for trouble. The issue is "series arcing faults", where the power jumps (arcs) across a flimsy connection in order to get through your device. The more current, the more arcing; shut off the load and arcing stops. An arc-fault detecting circuit breaker will help protect you, but those are rare.

Is the outlet GFCI/RCD protected?

A GFCI aka RCD/RCBO device will help keep you from getting shocked by a loose or broken adapter. It won't do anything to prevent arc-caused fires, the aforementioned arc-fault breaker (AFCI) would do that.

Either protection could be located anywhere in the building; the proof of the pudding is if you hit its TEST button, the outlet loses power. It's generally at the receptacle itself, or at a nearby receptacle, or at the circuit breaker; all are equally acceptable.

Earthing (grounding) is covered in the other answers but the other thing you should make sure of is that there isn't too much mechanical stress on the adapters or on the socket that you're using, as that could lead to a poor contact which could overheat.

If the socket is trailing (e.g. on the end of an extension lead) you can lie it down so the MacBook adapter is on the floor. If it's a wall socket I would probably try and support the MacBook adapter from underneath with some object so as to take the weight off the socket. Remember the MacBook adapter gets warm, so don't cover it up.

I'd also suggest not leaving this arrangement unattended while plugged in.

Travel adapters are problematic in several ways.

1. They often lose the ground. Sometimes sadly you have little choice but to accept the additional risk from operating an appliance that should be grounded without a ground, because the available sockets don't provide one but other times you end up losing the ground even if both the appliance and the socket have a ground connection.
2. They often try to generalize to multiple plug and socket types resulting in a loose fit, which can lead to arcing and numerous large holes, which can lead to mis-plugging (especially with cheaper adapters that have no shutters and have the contact holes very close to the edge of the adapter).
3. They are often poorly constructed in general. I have seen reports of adapters where the only thing connecting the pins to the sockets was them being pressed together by the adapter body! I have seen reports of adapters that apparently had grounds on both the plug and the socket side, but they weren't actually connected together.
4. Any adapter adds weight and leverage which means more stress on the socket than there would be with a normal plug.

Stacking adapters, and/or stacking wall-warts on top of adapters can compound the issues, there are more (often-questionable) contacts to fail, more chance of losing the ground, and more mechanical stress on the flimsy, poorly fitting connections from the extra weight/leverage.

Having said that I would take a stack of two good-quality well-fitting adapters over a single low quality poorly fitting one any day. Indeed Swiss brand Skross actually sells some of their adapters in the form of a stack, to accomodate the "Schuko" side-contact earthing system.

Safe with care.

Main issues are

• What others said - lack of ground MAY matter.
  Check on a case by case basis.

• Unstable stack may expose contacts with shock risk.
  Easy to do accidentally.
  This will not be "too" common but definitely should be something you are aware of.

• Substantial currents through poor contacts could create a fire risk.
  Unlikely with laptop level loads.

Such daisy chaining will work fine in practice for reasonable loads, but it's not recommended, because you worsen the short circuit protection. Be aware that the short circuit protection equipment is designed to trip at a rather high current (e.g. a typical 16 A fuse is allowed not to trip until you reach 30 A).

If you plug your notebook charger in a chain of adapters and that charger fails with an internal short circuit, the total resistance of the contacts of several adapters may be enough to keep the current limited. If the current stays below 30 A, the protection may never trip, and the total dissipated power of 230V*30A = 6.9kW will quickly set your adapters and the charger on fire.

Note that it doesn't matter how low the nominal load is in this case, the only thing that matters is the maximum power the mains outlet is able to deliver. Indeed, if the load is high enough, a stack of daisy chained adapters can overheat and catch fire at a nominal current without any fault in the load, but that's a separate issue which doesn't affect laptop chargers.

Also, most laptop chargers (MacBook included) are double-insulated and don't need protective earthing to be safe. But if you have non-insulated equipment you plan to plug into the adapter, like a toaster or a hair drier, don't use any adapters which would break the protective earthing connection. Any adapter with only two prongs is guaranteed to break it, with 3-pronged adapters you have to verify that all three contacts actually match. The protective earthing will allow the protection to trip the moment your equipment starts leaking current into the earth terminal, not the moment you touch it and it starts leaking current into you.

So, be careful, only use adapters which make good contact (if you hear noise while powered it's a bad sign) and don't leave the contraption unattended. Or better yet, buy a single adapter.