On 18 janv. 2012, at 23:07, Wolfgang Schuster wrote:
[…]
This is a limitation of the MkII version of the \define command, you can’t use \par in the replacement text but you can use \endgraf which does also end a paragraph.

Wolfgang

Thanks Wolfgang: indeed 
\def\MyTest#1{The test variable is #1.\par}
works both in mkii and mkiv. 
There must be a reason for the behavior of \define in mkii, but that's fine: I'll use \endgraf, when I have to use mkii.

Best regards: OK