When I set out to visit the smallest countries in Europe, I put Luxembourg at the top of the list. Among the Continent's mini-states, it comes to mind maybe as quickly as Fredonia, from the 1933 Marx Brothers movie, "Duck Soup."

Then I opened my atlas and found that Luxembourg comes in sixth, behind Andorra, on a list of Continental Europe's dinkiest nations. It is almost as big as Rhode Island, with an area of 998 square miles and nearly half a million people.

Everything's relative, of course. You can drive across the grand duchy in 30 minutes. It looks so much like neighboring Germany, France and Belgium that you'd miss it altogether if you didn't know it was there.

But I was watching for Luxembourg when I crossed into it in the summer, intending to get to know another little, lost European country right out of the Brothers Grimm. Apparently I was in denial that it joined modern Europe long ago.

Esch was the first town I came to after crossing the French border. It's in the industrial south, which helped make Luxembourg a world leader in the production of iron and steel in the early 19th century but has little to interest tourists -- except lunch, I hoped.

I spotted a cafe, parked and was putting coins in the meter when a muscular, heavily tattooed man, apparently the owner of the car in front of mine, came out of a shop and started yelling at me in French, pointing at a ding he claimed I'd put in his back fender. Eventually his girlfriend calmed him down and I escaped to an indifferent plate of steak frites.

After that I got caught in traffic near Luxembourg City, home to the government of the grand duchy, museums, historic sites, international corporations, branches of the European Union and 180 banks. I tried to circumvent the capital on back roads but finally admitted I was lost when I found myself in a roundabout I'd already circled twice.

It's a good thing, as it turns out, to get lost on winding country roads north of the capital. Most of them lead into the deep, dark forest of the Ardennes. Stippled by mountains about as high as the Appalachians and deeply creased by the Sure, Alzette and Woltz rivers, the region was deemed impenetrable by medieval armies and desperately contested in the World War II Battle of the Bulge. Now the carefully husbanded Ardennes is as fine a fine place for walking, biking and driving as can be found in Northern Europe.

To reach the country inn in western Luxembourg where I had booked a room for two nights, I drove through hamlets with names out of a nursery rhyme: Brouch, Saeul and Hobscheid.

Eventually I arrived in Gaichel about 50 yards from the Belgian border, marked by a small sign hidden in the tree branches. The village has an inn, gas station and nine-hole golf course that straddles an international border, meaning golfers can drive in one country and putt in another.

The venerable old inn, which occupies two buildings on a crossroads, was founded in 1853 and thereafter maintained by six generations of women (with help from their husbands).

Soon after I checked in I met Celine Guillou, whose grandfather Rene Jacquemin, a Dijon, France-trained chef, won the kitchen's first Michelin star in 1968. Her grandmother Marie Therese lived at La Gaichel as a little girl during World War II when the Germans occupied it.

Since then, the inn has grown and prospered. Besides the elegant 12-room Hôtel-Restaurant La Gaichel, it includes the more modest but thoroughly charming, 17-room Auberge de la Gaichel, with its own bistro. I dined on the terrace, choosing a Pinot Blanc from eastern Luxembourg to accompany an entree of succulent, roasted young chicken in a nest of spring vegetables.

The next morning I took a bicycle from the inn to the pretty town of Eischen just over the hill, then found a one-lane road bordered by pastures leading to the ruins of the 13th century Cistercian Abbey of Clairefontaine. The abbey's still-standing neo-Romanesque chapel has a potent reminder of the Middle Ages in the tomb of Countess Ermesinde, another strong, capable Luxembourgian woman who ruled the region from 1226 to 1247.

By a stroke of luck it was Whit Tuesday (which follows Pentecost Sunday in the Christian calendar), the day of the Dancing Pilgrims Procession in the town on Echternach in eastern Luxembourg.

No one knows precisely when or why the festival began, though it centers on the town's magisterial Benedictine Abbey and Basilica of St. Willibrord, a monk who arrived in 698 to lay the groundwork for one of the most accomplished schools of manuscript illumination in the early Middle Ages.

The strange Whit Tuesday dance supposedly imitates the symptoms of diseases such as epilepsy that the pilgrims sought to mitigate through St. Willibrord's intercession.

Echternach was reduced to rubble in the war but rebuilt so that its Gothic marketplace, town hall and basilica make an outstanding backdrop for the dancing procession.

When I arrived, the town was jammed with tourists, mostly speaking German (French and Luxembourgian are also official languages), lined up along the winding main street. I found a place at a sidewalk cafe and was ordering an espresso when I heard the boom of an oompah band and caught sight of clergymen in elaborate vestments at the head of the procession.