Last time in Denmark was in 1920 [1]. It almost abolished the monarchy at the time. Since then no other monarch have dared interfere with politics.
Today all political interactions are purely ceremonial. The monarchy is still part of the power elite, and of ceremonial importance in domestic and international relations, but they have no direct power over political decisions or elections.
[1] https://en.wikipedia.org/wiki/Christian_X_of_Denmark#Easter_...