Favorite snack or treat

From the bakery any danish will suffice. Just note that it's called "wienerbrød" , not danish in Denmark. Or you could try a 'ristet hotdog' from a hotdog stand, get all the condiments. From the supermarket try some salty liqourice, 'Piratos' are good, but strong and not to everyones taste.
Enjoy!

As Morten suggests, wienerbrød from a bakery, or a hot dog from one of the ubiquitous trucks around the city are both solid choices. I'd also recommend finding some smørrebrød, which are small open-faced sandwiches served on dark rye bread. Hallernes in the Torvehallerne is a great choice, but there are tons of other places too.

Thank you! My husband is already looking forward to the hot dog.

Bear in mind that a " Danish " Danish ( Wienerbrod ) , resembles the American variety in name only . The real thing is far more delicate and subtle ( the pastry more closely resembles a good " real " French croissant , than the dense , generally doughy , and tasteless American incarnation . The fillings and additions on a true Danish , are meant to enhance the fine pastry . rather than overwhelm it .

I highly recommend the pastry called snegl (pronounced like "snail" - it looks like a curled up snail). They're almost like a croissant-cinnamon roll combination - flakiness of croissant dough, but the cinnamon-sugary goodness of a cinnamon roll. These I'd recommend getting from a bakery - I like Sankt Peders Bageri in the central area of Copenhagen. My friends during my study abroad program loved the rum balls from the bakery chain Lakagehuset.

The Danes really seem love their marzipan as well, which you can easily find in a grocery store.

Another grocery store favorite - butter cookies, of course. You can also usually pick up a cheap tin of these at Tiger stores throughout the city.

... pastry called snegl (pronounced like "snail" ....

I think I had a snegl the Magasin department store's basement bakery on Sumday. I just pointed as the goods did not have any signs naming the products. (We just missed the 1A bus and ducked into the Magasin store to warn up and saw the basement food court). Good thing we departed today (Monday) as the bakery products all taste as good as they look. Must be the right combination of sugar and butter.

If you're in doubt about the snegl look here: https://www.google.co.uk/search?q=bager+snegl&tbm=isch&imgil=SOzfncZ5od3x1M%253A%253BQ7AQ096C6PhkGM%253Bhttp%25253A%25252F%25252Fguldbageren-odense.dk%25252Fproduct_info.php%25253Fproducts_id%2525253D131&source=iu&pf=m&fir=SOzfncZ5od3x1M%253A%252CQ7AQ096C6PhkGM%252C_&biw=1600&bih=1048&usg=__0IBizp7XYTuyW9vfRuaLzLEi9gc%3D&ved=0ahUKEwjJmPKB6uDKAhXk73IKHTPICL8QyjcIQA&ei=5bC0VomSKeTfywOzkKP4Cw#imgrc=SOzfncZ5od3x1M%3A&usg=__0IBizp7XYTuyW9vfRuaLzLEi9gc%3D for a picture :-)

Any baker in Denmark will sell you a snegl since it's one of the real basic pastries. And yes: they won't do your diet any good.

A cool weather alternative to coffee with your wienerbrød treat is a hot chocolate. The milk is steamed in an expesso machine and poured over a lump of chocolate on the end of a stick.