Dear Aru,
Yes it is true that we couldn't get our perfect indian rice, but you can manage buying chinese rice in chinese shops, even in big shops too. You can find some variety of rice in 'Auchan' which I can't promise the perfectness we get it from our tamilnadu rice. But still you can manage with that.
Sorry that I couldn't tell you the proper address of these indian shops, but it is very easy to find them. One of the Indian shop is situated very next to ZithaKlinik 36, rue Sainte Zithe L-2763 Luxembourg.
Have a happy and safe journey

... Take care...