I used to think that Eurolines made that connection going via either Brussels or Amsterdam, but I was just looking now so I could post the link for you and it just doesn't seem possible to make that booking anymore (certainly not online). http://www.eurolines.be/ or www.eurolines.com. Maybe you could call the UK advice line 08717 818178 (open 24/7) or the Brussels-based one 0032 (0)2 274 13 50 if you're in Lux.
But if that doesn't work, you could opt for the train and bus. There are many Eurolines busses between Brussels and London, and you can get the train to Brussels from Lux - that's just a few hours, painless - and not expensive.
CityJet flies Lux to London City airport and that's really quick and easy http://www.cityjet.com/ (although obviously more expensive).