Another Danish tradition: æbleskiver. One should think, that they contains slices of apples, but that was in the old days. The best way to describe them is a similary to pancakes, just fluffed since they are made in a special æbleskive pan and you dip them in jam when eating them. At Christmas functions they are often served with glögg, the Scandinavian version of mulled wine.
In the period up to Christmas you can buy them frozen, and either heat them up in the oven, in the microwave or in the special pan - the best result you get when using the pan.