You need to treat the Danish dough like puff pastry doug. It is best rolled out after it has rested and chilled. I have given real danish 'Wenerbrod' to my neighbors for their Christmas Day breakfast. My mother was from Denmark and I spent my summers there growning up. Every Sunday my grandfather 'Mor Far' would take me to the bakery to pick what kind of Danish pastry or 'Weinerbrod' I would like.Every town had it's own bakery back then and most folks would go daily for their bread, rolls and pastries. My favorite was the square with the corners folded in. Each was filled with a dollop of Creme Patissiere and a dollop of jam, glazed with a powdered sugar glaze and sprinkled with toasted sliced almonds. The best recipe I ever found with directions and photos was in the old Time Life Series Cooking of the World in 'The Cooking of Scandinavia'. The recipe is terrific and the shapes and directions are spot on. Check this out when you get a chance. (you can get copies on ebay, buy the book and spiral ring recipe book) I have also shared this with folks at Odense Marzipan. (did you know they buy California almonds to make Danish Marzipan?)

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