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The 'nearlyweds' were greeted by officials including Marie-Josee Jacobs, the Minister of Family Affairs.
And Stephanie was handed a bunch of white and pink blooms by flower bearer Serena Boukelmoun which complemented her deep berry-hued dress and matching stilettoes perfectly.
Prince Guillaume at one point took his Belgian fiancée's arm as they made their way inside for the soiree.
As they arrived, just hours were left to go before they would legally be united in a civil ceremony at the Town Hall.
Their families will be in attendance, including – on Guillaume's side – his parents Grand Duke Henri and Grand Duchess Maria Teresa of Luxembourg.
Sadly, Stephanie's mother Countess Alix de Lannoy passed away two months ago, aged 70, but her father Count Philippe will be proudly looking on.
The main event will be Saturday's religious ceremony, which will take place at 11am in Our Lady of Luxembourg Cathedral.
Stephanie is expected to wear a gorgeous gown and a sparkling tiara to make her vows in front of royal guests including Crown Princess Victoria and Prince Daniel of Sweden, and the Earl and Countess of Wessex.
Friday October 19
11.00am Reception at the Luxembourg's Grand Theatre
Hosted by the Government of Luxembourg in honour of Prince Guillaume and Countess Stephanie de Lannoy. Guests include local young people and representatives of some of the country's organisations and movements.
3.30pm Civil ceremony at the Town Hall, Place Guillaume II
Attended by the families of Guillaume and Countess Stephanie and the Mayor of Luxembourg Xavier Bettel, Prime Minister Jean Claude Juncker and other guests. Procession of the bridal party to the Grand Ducal Palace.
8.00pm Gala Dinner at the Grand Ducal Palace
Prince Guillaume and the new Princess Stephanie will celebrate their civil marriage with their families and representatives of reigning and non-reigning monarchs, including Crown Princess Victoria and Prince Daniel of Sweden, Spain's Crown Prince Felipe and Princess Letizia and the earl and Countess of Wessex. They will be joined by official dignitaries and other invitees.
Saturday October 20
11:00am Religious ceremony in the Cathedral of Our lady of Luxembourg
The royal couple will take their vows in a religious ceremony attended by their families, royal guests, official dignitaries and other guests. The public can watch on giant screens around the city.
1.00pm Balcony appearance at the Grand Ducal Palace
The newlyweds and their families will appear on the balcony to receive congratulations from the people of Luxembourg.
The royal couple will celebrate their marriage with a traditional wedding banquet in the Ducal Palace attended by their families, royal guests, official dignitaries and other guests.
6.00pm Musical entertainment starts throughout the city
8:20pm Firework display from the Trois Glands site
The newlyweds will join offical figures and dignitaries in watching the display, which will be accompanied by music.
8:45pm Free music concert at Place Guillaume II
From 8:45pm - 10:45pm: Selah Sue
From 10:45pm - 00:15am: Funky P