The biggest issue was that we needed one of my documents (the birth certificate) to have a seal of authenticity from my home country, which then all needed to be translated officially. That took longer than it needed to because we didn't realise it needed to be authenticated and so we got it returned at one point and needed to resubmit it. But apart from that, it was mostly a case of waiting for the formalities to go through - that took a couple of months in total, but it required relatively little work overall. I suspect in total, getting married in another country would have taken more work to organise and arrange, although it would probably have been quicker with the right combination of country and pre-existing documents.
Hundreds of non-resident trees marry in Denmark every week.
https://medium.com/@msosacordero/how-to-get-married-in-denma...