Exposure to the Electromagnetic Fields (EMF) generated from cellular antennas is a topic of importance, and even more so since the arrival of 5G and the promise of a future with denser deployments. In this paper, we describe the planning and execution of EMF measurements in Luxembourg and the lessons learned from that process. We describe the specifics of Luxembourg, how the pilot sites as well as the measuring devices have been selected. We also discuss the results of the measurements from fixed and mobile devices, with regard to the regulatory limits. Finally, we describe the facts that limit the short-term deployment of devices and the difficulties to measure 5G exposition. All the datasets collected for this study are proposed as open-source format.