Denmark concists of Jutland(penninsyla), langeland(island), Fyn(island), sjælland(island). Of course there are some smaller islands af well but i foubt the mongols would even consider Counqering them. This is of course, not counting greenland and the faroe island. And most of Denmark are really flat, so the mongols would have a ball. So as much as it pains me to say, sweden and norway would do a much better job of fighting them.
Siege what? nothing in scandinavia at the time would compare the what the mongols fought in china and the rest of europe.