The pastries known to most of the rest of the world as Danish pastries are called by a name that means "Viennese Bread" in the Nordic countries. In Icelandic it's Vínarbrauð. The story says that Danish bakers learned to make a type of leavened flaky pastry from Viennese bakers, perhaps similar to croissant pastry, and made it their own, Here is a longer version of the story (the article also contains images of a few of the possible variations). These kinds of pastries are very popular in Iceland, and you can buy them in every bakery and many supermarkets. I am going to give recipes for the three most popular types of vínarbrauð: Spandauers and two varieties of what are called "lengjur" in Icelandic.
For the pastry you will need:
500 g flour
ground cardamom to taste
50 g margarine
50 g fresh yeast
50 ml water
50 g sugar
250 ml cold milk
200 g margarine or butter
Sift the flour and add cardamom (sorry, no amount is given in the recipe. The one time I made this I used 1 tsp). Dissolve the yeast in 50 ml lukewarm water. Take the 50 g of margarine and crumble into the flour. Add the milk, dissolved yeast and egg. Knead until smooth. Rest in the refrigerator for 15 minutes.
Roll out into an approximately 35 cm square. Take the 200 g. butter or margarine, which should be firm but not hard (my Danish recipe book say "soft enough not to tear holes in the dough and hard enough not to melt the dough" - guess it's a matter of practice), and cut it into thin slices. Using a cheese-slicer will ensure an even thickness. Arrange the margarine slices to cover 1/2 the dough square. Now fold the unbuttered half over the other one. Roll out gently into the original size. Repeat this folding and rolling process 4-5 times (or use the method in this video)
This process is called laminating. The dough can now be cut into the various shapes these pastries can take.
Other recipes you might need, depending on which pastry you intend to make:
1 tbs sugar
1 tbs potato flour or cornflour
250 ml milk
vanilla essence or other desired flavouring, to taste
Heat the milk to boiling in a large saucepan. Whip together the egg and sugar until light and fluffy, sift in the potato flour, mixing well and gradually add the hot milk (a thin, slow stream is best). Put the custard into the saucepan and stir continuously over medium heat until the mixture starts boiling. Then remove from the heat, add the flavouring and cool. This custard should be very thick and should be completely cooled when put on the pastry.
100 g almonds
100 g icing sugar
1-2 egg yolks
Blanch and peel the almonds and chop them very, very finely (or grind them in a coffee grinder, not quite to flour consistency). Coconut flakes may be used instead of part of the almonds. Mix in the sugar and gradually add a half-whipped egg or egg yolk while stirring the mixture. Stop adding the egg when the mixture is fairly thick but still spreadable.
300 g icing sugar
50 ml hot water
Optional: A couple of tablespoons of cocoa powder for cocoa icing, or a few drops of red food colouring to turn the icing pink (there are often two colours of icing used, usually either white and cocoa, or white and pink.
Stir together until smooth.
Finally, until next time (when I give the instructions for Spandauers), here is an article about Danish pastry from Saveur magazine.