The European Youth Portal, Luxembourgish version mentions Ciné-Club Hellénique as one of the worthy cinema hubs in the area. In more detail:
Ciné Club Hellénique or Greek Cinema Club is a very active film club over the last decade. Monthly screenings, and occasional special guests who present their film and take audience questions in the end of the film, can secure you with your monthly dose of the emerging Greek cinema. All films are screened in the original language with English or French subtitles.You may read the full article entitled "Cinema in Luxembourg" here.