We took the train from Aarhus to Copenhagen in the morning, and spent the afternoon walking around town. Highlights include, in reverse-chronological order: Kastellet, the Harbour Buses, and best of all Freetown Christiania (warning: the Wikipedia page is full of information, but long and very poorly written — you should read it only if you are interested in long-term case studies in communal living).
For dinner, we followed another Lonely Planet suggestion and made our way to Peder Oxe, near the Latin Quarter. The restaurant is in a lovely courtyard with a few other eateries, notably the next-door Bøf & Ost ("steak & cheese"), which has the same owner. We ate outside, although they have many tables inside.
We had peered over the menu before sitting down, and I had selected the Bream as the Theo-safe option. But upon sitting at the table, it was clear that what I really wanted was the Wild Duck, and my mom and sister ordered the same. So I guess this year will see three bird-eating days, since Thanksgiving (and the following weekend) I eat turkey, and Christmas for us is usually small game.
The Duck was braised and slow-cooked well, so that the leg in particular was very tender (we were each served a "half" of a duck: one leg and one breast). The menu explained that the duck would be served with some combination of local berries and fungi; tonight we each had four bland blue berries, a sour blackberry, many wonderful red currants (a true treat with duck), half a stewed pear, three or so fresh hazelnuts (still in their shells, and almost impossible to open with knife and fork), some very tasty sautéed chanterelles, and extremely fresh parsley and watercress for garnish. Being wild ducks, two of our birds also came with a small steal shot wedged deep in the flesh.
The restaurant offers a luxurious salad bar, in which the veggies are served in beautiful straw baskets and the dressings in ceramic pots. Options at the salad bar include chopped fennel, endive-heavy mixed greens, and stewed beets; the best part were the cherry tomatoes, the baby arugula, and the copious supply of fresh feta. The wine bar offers a full selection, but the standard seems to be to order a bottle of the House red, which is decanted into bottles with volume marks on the side, so that they charge you for what you drink (you do not have to finish the bottle).
Overall, the meal was good, but not as good as the previous two nights, and certainly not worth the money (close to $60/person, once everything is included). I don't think I would return, but if you find yourself in that square, it's not a terrible choice.