What does Lutheranism teaches about demon possession? What do various Lutheran Churches from today teach about demon possession? Did Martin Luther, or early Lutheran writers said something about this?

What strikes me the most, is the fact that in the Eastern Orthodox and Catholic Churches, one hears of such cases and knows about various rites of exorcism and so on. But I have never heard of such thing in the mainline protestant realm, only in the evangelical one, even though the Bible talks of such events. Same things about miracle workers.
For more information, let me recommend the following resources:
1.  Robert Bennett, CPH, "I Am Not Afraid: Demon Possession and Spiritual Warfare"
2.  Robert Bennett, CPH, "Afraid: Demon Possession and Spiritual Warfare in America"
3.  Darrell McCulley, "The house swept clean : a biblically balanced pattern for the diagnosis, exorcism, and pastoral care of the victims of demonic possession," available here:  https://scholar.csl.edu/osp/1/   

In brief, the Lutheran church has been a bit lax and lazy in this area, but these resources were written with the aim of awakening our pastorate and seminaries to the realities of demonic possession.  I'd recommend starting with #2 or #3.   

Coincidentally, I'm still working out whether or not Christians can be demon-possessed.  Bennett believes so, while McCulley doesn't.  But since CFW Walther, Martin Luther, and Franz Pieper also did, I'll go with Bennett's conclusion!