The Museum of the History of Diekirch covers the town from early settlement and Roman traces through its later urban life. It is the right counterweight to the military museum, because Diekirch is older and more layered than its Second World War reputation suggests.
The Roman mosaic and links with nearby Saint Laurent make it especially worthwhile if you enjoy small local museums. It will not take all day, but it gives the old centre a firmer sense of place.