“Just about every one of the occupied countries did that, even Denmark.”
No, the Danes smuggled their Jews to Sweden.
Denmark had its own Nazi Party (DNSAP)founded in 1930, long before Hitler invaded. It wasn't outlawed until 1945. They had their own Storm Troopers, Waffen SS and Freikorps, a large number of which died fighting on the eastern front for Hitler. Resistance workers in Denmark killed at least 400 Danish Nazis, collaborators and informers. As well, the Danish government worked with the Nazis through agriculture and industry, and fed the Nazi war machine. Some Danish firms benefited from Jewish slave labor. Denmark has approximately 7500 Jews. They made up only 0.2% of the total population, and most of them lived in the capital of Copenhagen. And unlike cities in other occupied countries, Copenhagen did not have a Jewish ghetto. They were still living among their non-Jewish neighbors.
In the summer of 1943 the Nazis invoked martial law, and an order was given to roundup all the Jews in Denmark. Had the information of the coming roundup not been leaked to Danish officials two days before it was to begin, a lot of Jews in Denmark, some of whom were Eastern European Jews, would all have been shipped out. It is a miracle they got as many out as they did, but the fact is that there were Danish citizens who collaborated with, and served the Nazi government during the war.