Anybody know of any in Lux? Specifically looking for Guanicale (cheek). Any help would be greatly appreciated. Haven't found any in Auchan.

Have a look in this section of AngloINFO Directory - you'll find a few Italian food specialists:
International & Specialist Foods
The complete Directory can be accessed from the menu on the left in the box "Inside"

There is an Italian specialties store on Avenue du X Septembre close to Place de France. As you go down X Septembre from the city centre it will be on your left close to a pharmacy...lookout for the lit up green cross of the pharmacy.

Hi, some time ago this subject had already been raised and I recommended Aldo in Foetz. see here:http://luxembourg.angloinfo.com/forum/topic.asp?topic_id=271

Maybe you have found this store already but if you go to the Wandaff rounbabout (on the route d'arlon) and exit first right, there is a fantastic store halfway down on your left. Even does light lunches. I frequent it often but cannot remember the name.
Enjoy