You Do Need power plug adapter while traveling from Hong Kong to Denmark.

Here is Why You Need An Adapter

The outlet and plug type used in Denmark are C, E, F and K and in Hong Kong is G. This is how they look like.

Hong Kong

In Hong Kong, outlets of type G are in use.

Type G

Denmark

In Denmark, outlets of type C, E, F and K are in use.

Type C

Type E

Type F

Type K