As someone who followed Peel pretty keenly at the time, I'm sure he didn't do any shows for Lux then - he did get the Wednesday Night Ride from the Beeb, which was seen at the outset (March '68) as a sort of Perfumed Garden show. In my opinion the most interesting programme he ever did at the BBC, but it was "controversial" at times, fell foul of the higher-ups and was ditched after 18 months! In 1969 he was said to be going to work for Radio Geronimo (a pirate of sorts) but I think that in the end this was just behind-the-scenes advice.
In fact I'm pretty sure that Peel did feature on Lux - but in 1971, not 1968. The programme was called "Stenhousemuir 2, Cowdenbeath 2" (or some similar score involving those two stalwarts of Scottish football's lower divisions) and he mentions it briefly in his autobiography, claiming that he was the only DJ to appear on BBC and Lux at the same time (really? what about Brian Matthew? But JP was in the US for the first half of the 60s so he wouldn't know).
I think it came about because Lux, aware that the album market was developing fast, went "progressive" for a while, with a young Kid Jensen as the main DJ (beginning in 1969). Peel's programme didn't last long, though it won awards in Europe; I don't know if this was because the BBC read the riot act to him, or Lux tried to tell him what to play, or even because the show's late-night slot overlapped with the Beeb's "Sounds of the Seventies".
Ken Garner who wrote "The Peel Sessions" with a little help from me and many other listeners, knows most things about JP's career - his book is worth reading, especially for the early chapters which describe the pre-Radio One years and the role of Bernie Andrews in developing the Beeb's few good pop shows - but he doesn't know yet the answer to this Luxembourg question.