If you had enough of the Luxembourg City Christmas market, and you feel that Strasbourg or Metz are too far away, you can try the Christmas market in Dudelange:
It's open weekdays from 16:00 and during the week-end from 14:00.
Two additional good things:
- if go there on Sundays, you can also do some shopping, as the local stores are open from 14:00 to 18:00
- the Christmas market also includes a medieval section (costumes, music, etc.)