Three Danish historians have just published a study on the Danish soldiers in Waffen-SS ("Danskere i Waffen-SS 1940-1945" - "Danes in Waffen-SS 1940-1945"). During their research they have had access to diaries, letters etc. and have also interviewed 13 Danish Waffen-SS veterans.
In their study they mention a number of examples (source: Weekend Avisen)
Division Nordland, Croatia, 1943:
During autumn 1943 a company from 24th Regiment Danmark enters a village in Croatia - located in the vicinity of Sisak and Petrinja. They find only women, children and elderly people. When the Danish soldiers leave the village some teenage kids shoot after them. The village was burned down.
Source for this example: A Danish Waffen-SS veteran.
Freikorps Danmark, Demjansk, 1942:
Some Russian POWs are escorted by soldiers from Freikorps Danmark in the summer of 1942. One of the POWs steals three packets of cigarettes. A Danish soldier orders him to dig a grave and then shoots him.
Source for this example: The diary of a Danish Waffen-SS soldier.
Freikorps Danmark, 2nd june 1942
Danish soldiers from Freikorps Danmark commited atroceties against Red Army troops after the commander of Freikorps Danmark C.F. von Schalburg was killed in action. A Danish officer writes afterwards in a letter to his parents: "We didn't take any prisoners!... His death has been revenged many times. So did the Danish man number one die."
Division Wiking, Zagreb, 1942 and Kiev, 1943
A Danish Waffen-SS soldier from Copenhagen takes part in the execution of 200 partisans. He later takes part in the execution of 135 Soviet citizens in 1943 - he killed 25 himself.
At the end of the war he was guard in a POW-camp in Mecklenburg where he is involved in at least 20 cases of the beating up of prisoners and exectution.
He was after the war sentenced to death by the a Soviet court, but after political negotiations in 1956 between Denmark and the Soviet Union he was released as the last Danish citizen from Russian captivity.
Source for this example: A very thorough Soviet court indictment - the thoroughness gives it credability. A number of Danish officers received sentences based on very vague indictments.
German workcamp Laagberg, 1944-45
A Danish Waffen-SS soldier served in the German workcamp Laagberg where the prisoners worked for the VW factory. He was nicknamed "peau de vache" (cow hide) by French prisoners. He commited numerous acts of maltreatment of prisoners - some of them caused the death of the victim.
The Danish authorities didn't know his past from Laagberg so he was first sentenced 4 years of prison for having served in Waffen-SS. But later he was sentenced to death - this was converted to life imprisonment. He probably died in a Danish prison in the sixties.
NB: It is not known whether "Cow Hide" was really a Waffen-SS soldier. Heinrich Himmler issued an order in 1941 making all KZ-guards etc. members of Waffen-SS so they would not be drafted for national service with the Wehrmacht.
BUT: a number of Waffen-SS soldiers were during their service posted as KZ-camp guards - among them a number of Danes.
To my knowledge "Cow Hide" was the only war criminal sentenced for such acts outside Denmark - all the others sentenced for such crimes had commited them in Denmark in service of a number of German corps (like "Schalburg Korpset", "Sommer Korpset" etc.).
The Danes who served in Waffen-SS was after the war sentenced for acts of treason towards Denmark - a typical sentence was 2 years of prison for a private soldier in Waffen-SS.