Tin-packed vanilla butter biscuits, easy to bring back and share.
Premium sweet or salty liquorice, often chocolate-coated.
When I think of an easy, crowd-pleasing thing to bring back from Denmark, Danish design candle holder is a good pick because it does not need much explanation when you hand it over. The trick is to choose the simple, well-made version. Small craft items look better on a shelf when they are not too shiny or mass-produced. I would rate it higher when it is locally made, clearly labelled and easy to use at home, and lower when it is just tourist packaging.
This is exactly the sort of thing I like bringing back from Denmark: small enough to fit in a bag, but specific enough to remind you where you bought it. I would buy a couple of packets: one to open while travelling and one to bring home unopened, because snacks have a habit of disappearing before the flight. It is also the kind of thing you can talk about when someone asks what you brought back, because there is usually a little story attached to where you found it.
Akvavit bottle is worth adding because it feels like something you actually noticed while travelling through Denmark, rather than a generic souvenir. For alcohol, I would only bring this back if it is sealed properly and comfortably within the UK allowance; otherwise it is better as a UK-buy link. The ideal version is modestly priced, not too bulky, and good enough that you would buy it again even without the holiday memory.