Being a Luxembourger will make no difference. As long as you are an EEA citizen, you will be treaty the same way in another EEA country. So it does not matter whether you are Polish or Portuguese, you will be treated the same in terms of immigration in the UK.
盧森堡好似係德語 - They have their own language.
https://zh.wikipedia.org/zh-hk/%E5%8D%A2%E6%A3%AE%E5%A0%A1%E8%AF%AD