I have LoG working under Windows 8. Downloaded from Steam today
In order to get it to work, I had to go into the directx subdirectory for grimrock and run the setup for directx. For some reason that wasn't run automatically? got no error when trying to start LoG from the Steam created icon. Running grimrock.exe directly got an error that d3dx9_43.dll was missing.
Just got my first snail slice, so all appears well so far.