Do they make two prong surge protected receptacles and do they work?
Surge protection is an interesting subject because whether the device is actually effective is almost impossible to know with any certainty.
With three pin surge protectors there is protection from L-N, L-G, and N-G. The idea is to limit the voltage to a safer range between any of the pins.
If you only have two pins, you still have some protection as the L-N voltage is limited. However the L-G and N-G voltage is not limited. You still have some L-G and N-G protection because of the N-G bond back at the service point. How much protection is hard to say.
In fact it is all but impossible to say with any certainty just how effective surge protectors in general are, although we do know with some certainty that they do provide some protection, but it is not possible to quantify it.