Will they allow a 10ga? You could pick up an older 10ga and put a set of Briley tubes in for 12ga or 16ga. Briley will handle steel. My own preference would be a Colt 1883, 10 gauge.
http://www.briley.com/index.asp?PageAction=Custom&ID=12#3

I know the Danes are big on hunting. My GSP comes from a Danish bloodline. Makes a German breeder I know crazy when I say that.

For some good information on hunting in Denmark:
http://www.face-europe.org/huntingineurope/nationalsections_en/denmark.en.pdf

Judging by the annual harvest, ducks, pheasant and pigeons are the most plentiful. Very few roe, fallow or sika are taken.

A good site for hunting info in the EU:
http://www.face-europe.org/fs-hunting.htm

Pete