Since Austria, Germany, and Denmark are all in both the EU and Schengen, there should not be immigration or customs to delay you change of gates.
Looking at the schedule on the Frankfurt airport website for tomorrow, April 26, LH1103 is shown as arriving at Concourse A and LH828 is shown as departing from Gate A26, which is also in Concourse A. The change of planes at FRA should just be a walk down the hallway.
Looking at Lufthansa's flight status webpage, 1103 is show as arriving at the A concourse, but 828 is shown as leaving from Concourse B (Gate B-13). If these are the gate assignments on the day you fly, then you will have to use the connecting tunnel between Concourses A and B.
Schedules and gate assignments can and do change. Your flight attendant should be able to tell you the arrival and departure gates and how to connect before you land at FRA.
In 2002, 4 month after 9-11, we made a similar change, Concourse A to Concourse B, through the tunnel in about an hour. At that time, security was tight. In addition to emigration (departing passport check), we went through 3 security check points and still made it.