Usually I'd imagine you'd rather play a high d line against them coz at least you won't be dealing with them in your box with all the advantage they'll gain from their body strength, those guys are built to bully you in the box.
If for whatever reason you must play deep line, then maybe use adv tactics tight marking on him. Or just place your strongest CB or DM and man mark him individually (I don't know if he'll drag you out of position). It's Lukaku, I don't know if you'll find a CB that has enough strength to push back.
But then I also just lost a goal today like that in my league game, I had my CB on the ball, high d-line. Lukaku just came running at me from behind, i tried to body block him, but he just straight up shoved my CB aside lol. He ran all the way to goal, shot it hard, someone else finished teh rebound.
But yeah, high d line is better. Just don't be over confident when he comes running at you. Just clear the ball out to the sideline and regroup. Live and learn.