Some other infos:

As stated above, LG its not *A partner but a fully integrated M&M partner.
You get status-, award- and HON-Circle-miles on LG, however there is no limo transfer for F pax / HONs at LUX for LG flights (even with LH-codeshare).
On board the FB states through the microphone: "We greet our M&M frequent flyers onboard." but there is no other consideration (no seat blocking, no personal greeting,...).

LG's ERJ and Dash8 have apron position, so always a bus ride.
You cannot reserve a seat when booking an LG flight online (even if you book on LH...). You can just select window or aisle.
Seat are assigned at checkin.

LUX airport is a very nice and convenient airport. Short ways, perfect for direct turnaround. The lounge is nice too.
Don't forget your ID/passport: it will be checked at the gate (and before security control)