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.
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.
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Split Replacement Knob Lutron (aka Skylark)