Stereotypical (Asian) erotic massage parlours would look out of place in Luxembourg. You can hit spots like Luxembourg Massage Tantra (http://luxembourgmassagetantra.eu/) at 9 Rue des Foyers or Thai Orchid (https://www.thaiorchid-massage.com/) at 10 Rue des Pres Strassen. Just don’t get your hopes up when it comes happy endings. These are usually not included in a massage naturiste, as they often call it in French. Close to Luxembourg City, in the municipality of Bertrange, you can also find a sensual massage salon Sensual Time (https://www.sensualtimelux.com/). The salon is run by one lady who offers beauty care treatments but also some sensual services such as a sliding body massage. Anything more sexual is out of the question as the website clearly puts it.
You could also give it a try with outcall sensual massage services like Lux Massage (https://www.luxmassage.lu/). Furthermore, you can browse masseuse profiles on escort directories and classifieds on Locanto (https://www.locanto.lu/geo/1062757/Massages/20901/Hollerich-Luxembourg/). Most people just don’t bother and drive straight over the German border where prostitution is legal.