VNA calibration
This will depend on the frequency of your measurement. (higher electrical length) Assuming your adapter has very low loss (0.02dB) it will only present a slight phase offset to your measurements. So if you need to measure accurate impedance values you would need to compensate for it. One easy way is to export the s2p file to a simulator and place a loss-less coaxial line at both the input and output ports of the data-file and enter the length of your adapter as a negative value on both ends (assuming the measurement is a full 2-port, S11 only would only require one correction). Some VNAs have an option to adjust electrical delay in the display menu. Do this with the adapters in place on the smith chart or polar format and adjust the phase until your unconnected and calibrated cable is fully on the right side of the chart with no positive or negative reactive impedance. Also some newer VNAs have a function called Port-extensions that will do this for you.
If the adapter is really short you could ignore the error and still get usable results, assuming you are not measuring in the high GHz range.
EDIT: When using electrical delay offset or port extensions, double check to make sure that any exported data-files (touchstone(s2P) or citifiles) have the correction in them. They often are not included so the phase corrections you apply are usually just for display purposes. These methods only work if your adapter is very low loss.