"my son gets obsessive about things and stamps and coins are two of them."
While he won't get a stamp in his passport, and Luxembourg uses the same euros as elsewhere (see below for clarification), they do print their own postage stamps. If he's interested in these, a trip to a Luxembourg post office or stamp collecting store may be of interest.
The euro notes are the same in each euro country. Each country mints its own euro coins, with the same front designs but with distinctive back designs. However, since they are all interchangeable, you will get coins from everywhere in each country. So, you cannot count on seeing Luxembourg euro coins in Luxembourg. However, he may want to look at the backs of all the change you get, to see all the different kinds. It is fun to get a Greek coin in Paris, or a Finnish coin in Amsterdam. And of course, there are more of the coins from larger countries in circulation (Germany, France) than smaller ones (Latvia, Malta - or Luxembourg).
Here's all the €1 coins; click on this list on the left side to see other denominations: https://www.ecb.europa.eu/euro/coins/1euro/html/index.en.html
Alas for your son, the days when each European country stamped the passport on the way in and on the way out are over. He can still investigate places that require a visa in the passport, although even these are dwindling with the rise of electronic travel authorizations. For instance, when I went to Australia in 1996, I needed a visa put into my passport, but they don't do this anymore (at least for US visitors). However, my sister is going to Cambodia and Laos, and she now has full page visas for each country in her passport. Visas are quite something, as they can be very elaborate, usually have holograms and other security features to prevent counterfeiting, and usually take up a full passport page. Something for him to look forward to!