Lukaku stays hot in Europa League to earn Roma a draw at Feyenoord
Elsewhere, Argentine Mauro Icardi smashed home a shot from wide on the left in added time to earn Galatasaray a 3-2 home win over Sparta Prague after the Czechs had twice fought back from a goal down.
In Hamburg, Iliman Ndiaye thought he had bagged a last-minute winner for Marseille but Eguinaldo's injury-time strike rescued a point for Ukrainian exiles Shakhtar Donetsk in a 2-2 draw.
In Rotterdam, Igor Paixao headed hosts Feyenoord in front in added time at the end of the first half.
But in the 67th minute, Lukaku met a cross with his shoulder to send the ball looping into the net. It was his 21st goal in his last 18 Europa League appearances.
Marseille, whose only victory this year was against fifth-tier Thionville in the French Cup, twice seemed briefly poised to break that barren streak.
Pierre-Emerick Aubameyang put the visitors ahead after 64 minutes with a first-time half-volley, but four minutes later Mykola Matviyenko fired home after Marseille failed to clear a free kick.
Aubameyang then crossed for Ndiaye to restore the lead with time running out. This time it lasted three minutes before Eguinaldo headed powerfully home.
The 16 teams in action in the play-off are battling for the right to join the eight seeds who have already qualified for the last 16.
In the Conference League, Union Saint-Gilloise fought back from two goals down and held on with 10 men for the last 12 minutes as they drew 2-2 with Eintracht Frankfurt in a game played at Anderlecht stadium in Brussels.