Yesterday we've been for the second time to the barrage (lake) of Esch-sur-Sure.
On its banks, in the village Insenborn (less than one hour drive from the City), there is a great picnic / barbecue area.
Not only its located in a pitoresque area, but the necessary facilities are there: parking places (for a small daily fee), toilets and tap water.
One can also swim, practice non-motor water sports.