I know the problem.
It is not only the shipping it's the taxes that blow the price up even more.
You pay for the part plus the shipping and that's the "value" of the part when it gets here, so you pay taxes and customs on parts plus shipping.
That easily makes the part twice as expensive as it was to start with.
There are a few dealers in Germany that I order from from time to time. It all depends on what parts you need.
If it is some mechanical part or something else that is not Mustang specific (oil filters, spark plugs, water pumps, ball joints, wheel bearings etc), it might be cheaper to buy in Germany. Shipping to Belgium should be the same as the shipping to Luxembourg.
But when it comes to parts that are more special, I always order from the US.
If the item is small enough, the shipping won't be that high and customs may let it pass without taxes. I had that happen before.
On the other hand, I ordered a Mach1 grille from CJ Pony Parts and the shipping was 89€. I don't remember how much the taxes were but in the end the grille with the sport lamps were still about 110€ cheaper that what they cost here in Europe.
The trick is to order as many things together as possible, so you only pay shipping once.
But then again, it's tricky, as shipping fees are calculated on both volume and weight. If you order something heavy in a small box it might be more expensive than something lighter in a bigger box.
Then again, if the volume gets too high, even with light items, you pay for the extra volume.
It is a lottery.
I still like to order my stuff from the US as it is usually still much cheaper than if I buy it here.
Remember that the salesmen here have to pay shipping and taxes too just like we do. Only they wanna make some profit on top of it, which is legit.
Even though they may stuff everything into a huge container and thus pay a little less shipping per item it still doesn't make that big a difference.