Wozniacki beat two-time finalist Monica Niculescu of Romania 6-3, 6-2. Stephens, seeded second, defeated Yvonne Meusburger of Austria 7-5, 6-4. Lisicki of Germany eliminated Tereza Smitkova of the Czech Republic 6-4, 6-0.
Stephens, an American ranked 12th, has yet to lose a set in Luxembourg and will play Stefanie Voegele on Friday. The 54th-ranked Swiss struggled past Karolina Pliskova of the Czech Republic 6-1, 3-6, 6-3.
Also in the second round, Karin Knapp of Italy downed Andrea Petkovic of Germany 7-5, 7-5.