>>899202This.
I live in the UK, which has a similar climate to Denmark, so the same rules apply; lots of snow, but not enough to drastically change your options.
As long as you have winter clothing, and can adjust your hiking distances to account for slow movement in snow and less daylight, there's not much to stop you.
Here's a shot I took from the top of Loft Crag in Langdale, Cumbria yesterday afternoon.
