I was speaking anecdotally, but it’s good to back that up with some data.

https://egusphere.copernicus.org/preprints/2023/egusphere-2023-176/egusphere-2023-176.pdf

Page 15, Table 1 shows a clean table, with Denmark in the bottom 10 for large hail size in European countries; relative to places like Germany, large hail (the kinds you’d really want to avoid while on a bike) in Denmark is considerably more rare. That study only has two citations, though, so not the greatest source.

This survey is much better cited and comments on hail throughout Europe and in Denmark, but I can’t access the PDF at the moment: https://www.sciencedirect.com/science/article/abs/pii/S0169809516300291