AnLux has placed a publication online that could help your research. Written in French, it’s called Luxembourg Emigrants and Remigrants, 1876 -1900. It draws from the population movement registers stored at AnLux to create a detailed list of who emigrated from each commune – and if they eventually came back.
For English speaking researchers, the document poses some challenges. First, it’s written in French, so you may need some help understanding it. Quick summary: it’s divided into communes. The first part is the emigrants by section (think village) in the commune, with order date, name, number of men, number of women, and year. The last part is the names of those who came back to the commune. Second, it’s organized by commune, so you either need to know it or be very patient.
What are the advantages? This is the first source I’ve seen that will allow you to find someone without knowing what commune they came from… of course, it may take some work to get there!