I know what you're talking about - Sprüngli's Luxemburgerli can be heaven. But: would you tell a well kept secret if your name was Sprüngli? I doubt you'll find the recipe anywhere. The only thing to do: go back to Paradeplatz and get another box with that sweet temptation inside

Still, to do them yourself, here is a recipe in German - remember, not Sprüngli's originial.

Edit: There is even a post in the English Wiki about Luxemburgerli! Read it here.