I was surprised by some inaccuracies in your description yesterday.
The buns you mentioned are delicious, but have nothing to do with Christmas in Denmark. We eat them at all times of the year.
For Christmas we bake or buy special Christmas biscuits and a cake that resembles Danish pastry.
Yes, you will see Danes wrapped in blankets outside coffee bars, but that is merely because you are not allowed to smoke indoors.
Many Danes don't own blankets as beds are never made with them and houses are much warmer than in Britain, so indoors we wear one layer of clothing and seldom even need a jumper or cardigan. We put jumpers on under our coats before going out in the winter.
Celebrating St. Lucy on the 13th of December is a Swedish tradition that Danes adopted when he present Queen was a child. Her mother was Swedish, so celebrated it with her daughters and the idea spread to families, schools and kindergartens.
Please be more careful in your research another time.
4 Years On…..Health-wise, Has Anything Changed?
Searching for recipe in Supercook magazine