Does my South African SIM card (Vodacom/MTN) work in Lesotho without roaming fees?

No, not automatically. Even though Lesotho is entirely surrounded by South Africa, it is a sovereign nation with its own telecommunication networks. Using your South African SIM card here triggers "International Roaming," which can be very expensive. A Cellesim Lesotho eSIM gives you a local data connection at a fraction of the cost, saving you from shock bills when you cross the border.