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

Here is Why You Need An Adapter

The outlet and plug type used in Luxembourg are C and F and in Mauritius are C and G. This is how they look like.

Mauritius

In Mauritius, outlets of type C and G are in use.

Type C

Type G

Luxembourg

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

Type C

Type F