What makes the Danish Customs take action is that the higher value you put on the packet the more the reciving end will be taxed.
So when shipping from US you put on the full insurance and value and so on for the long journey ahead. When it arrives in Denmark the value written is above a certain low amount the reciver will be charged acordentlig.
The only thing it takes is packing the item safely. Only Canada will treat it as a bomb scare first so that is nothing to worry about.
A good example is buying a Soundsmith MMC2 pickup. They send it fully insured and everything. The customs go: We want our bit since the value written is higher. They have no real idea either. For some reason they send it back twice and I then instructed Soundsmith to send it straight without any value written. That worked like a charm. Straight through.