You can find the Luxembourg TDK address on almost every TDK CD-R box that is sold in Europe. It's the address of the European headquarter and has nothing to do with the production site where the discs are manufactured.
TDK has a CD-R production site in Bascharage (Luxembourg)
But TDK also sells CD-Rs made by Tajyo Yuden, Ritek and CMC.
In general the quality of the TDK discs is good, even the Riteks and CMCs are of a rather decent quality. TDKs made by Taiyo Yuden are of excellent quality and the TDKs made at its own production site in Luxembourg are of good quality, too
I'm using a lot of TDK CD-Rs with different drives and never had any problems with them
But before buying 1.000 or 2.000 pcs I would really recommend to run some tests with the discs to check the quality (writing/reading) and the compatibility with your cd-writer