I went ahead and downloaded Lazy C ++ to give it a try, and it seems like it doesn't play well with Doxygen. My Doxygen comments did not appear at all in the generated header / source files.
Then I tried to make Doxygen parse my lzz file, which had a special preprocessor command #hdr. Doxygen simply ignored this special preprocessor command, and the generated documentation seems fine.
, , Doxygen *.lzz, *.h/*.cpp.: -)