When the Nazis issued the law forcing Jewish Belgians to wear a yellow star in May 1942, my grandmother’s future father-in-law declared that he would not wear it. The whole family tried to persuade him otherwise, fearing the consequences. But it was in vain, and in the end, my grandmother stitched the star on his coat. I could hear her voice trembling on the phone as she told me she still could not forgive herself. Their wedding two weeks later would be the last time she saw him: He died in 1945 after being released from a transit camp and...