The food at the Grand Lux is really delicious. I ended up ordering the miso glazed salmon and it was AMAZING. The salmon doesn't have that "fishy" type after taste and the glaze really set the meal off. My date had the crispy caramel chicken, which might be one of the top things that I've ever tasted.
It's really hard to explain but that chicken had a nice flavor to it, very nice texture and was accompanied by a bed of rice. The crispy chicken is smothered by a nice Thai caramel sauce and comes with onions, mushrooms, garlic, as well as a few other spices. I'd have to recommend going with that.
The prices are actually pretty good as well. The portions are pretty huge so the prices were justified. If you're staying at the Palazzo or Venetian, I'd definitely recommend dining here.