Well I can only speak for the Flemish region in Belgium. During the nineteenth century, the Belgium elite (lawyers, politicians, industrials) spoke French, even in Flanders. The working class couldn't afford an education in French, so they were excluded from the higher echelons of society. This sparked a resentment against everything that was French. Thanks to an increasing number of protests and the start of a Dutch movement, the situation eventually improved. However, at the time of the beginning of the First World War, the lack of knowledge in French was still a social and economical stigma. Belgium was at that time heavily fortified to function as a buffer between France and Germany, however the Germans knew that it would be far easier in the long run if they could somehow gain support from the locals. The German Intelligence knew of course that tensions regarding the Dutch language were high in Flanders, so they used that to their advantage with the 'Flamenpolitik'. This political plan ensured the Flemish people that the Dutch movement would gain larger political power under their rule and they would remove any traces of preferential treatment towards the French speaking elite. Although it worked fairly well (and the Germans kept their promises for the most part), there was still a lot of resistance in Flanders, but nothing compared to the Walloon region. It didn't help that the officers in the Belgium army all spoke French (upper class), but most of the soldiers only understood Dutch (lower class). Although the myth of miscommunication (soldiers didn't understood their officers) was largely made up, orders during most the war were seen as insane by the soldiers who had to follow them (as was the case in every army in the First World War). When families and friends heard these stories, the movement that was pro-'Flamenpolitik' gained a boost in support.

After the First World War, collaboration was linked with the Dutch movement, so the government reversed all the movement had gained in Flanders. That decision backfired during the Second World War, when the German invaders were even welcomed by a small part of the Flemish people. During the German occupation, there was even a large scale collaboration from the Belgium government to help the Nazi-Regime with the deportation of the Jewish communities in Belgium. After the liberation by the allies, things turned ugly of course. Collaborators were prosecuted by state and former friends and families. Public executions took place and the Flemish movement was once again linked with the large scale collaboration. To this day, the consequences of these actions resonate within Belgium politics.

So in conclusion: yes, a form of Pan-Germanism did take root in Flanders during the German occupation of both world wars and the interbellum. This wasn't however the consequence of nationalist or romantic ideals, but rather out of pragmatism.

Luxembourg had big ties to Germany. After its independance from the Belgium in 1839, it was part of the German Zollverein starting 1842. The people were quite sympathetic to the German Empire.

This changed understandably after the first World War (Luxembourg was the first country Germany attacked on August 2nd), but most of the people kept at least a "neutral" position towards Germany.

During and after the second World War this all changed. During the occupation starting in 1940, there was an active and passive resistance in Luxembourg where a lot of men were forcefully conscripted into the Wehrmacht (the german Wikipedia mentions Luxembourg). There was also a general strike in 1942 because Nazi-Germany forbid the use of the luxembourgish language and the forced conscription. As a result 21 people were sentenced to death.

This lead to a large resistance against Germany and its culture. The luxembourgish language (which was previously most often only used by the people, the government and official texts spoke French) was elevated to a symbol of resistance.

After the war a new luxembourgish orthography was even introduced to differentiate Luxembourgish more from German (some i's and u's were replaced by an apostrophe and other nonsense), but soon to be reverted. Some of the war generation still refused to use German until the 90's.

Nowadays the resentment against Germany doesn't exist anymore. It started to shift more towards French speaking people (a lot of them work in Luxembourg) and their refusal to learn Luxembourgish (with which Germans have fewer problems learning).

With a big feeling of belonging to the country (I dare call it nationalism), Luxembourgers are even more open to the European Union. The question of pan-germanism doesn't even exist anymore.