You Do Need power plug adapter while traveling from Luxembourg to San Marino.

Here is Why You Need An Adapter

The outlet and plug type used in San Marino are C, F and L and in Luxembourg are C and F. This is how they look like.

Luxembourg

In Luxembourg, outlets of type C and F are in use.

Type C

Type F

San Marino

In San Marino, outlets of type C, F and L are in use.

Type C

Type F

Type L