One Danish Christmas cookie has survived modern technology and is still being boiled, as was the tradition in the middle age: Klejner. The name is supposed to come from German and signify a smallish cake. It is also unusual in its shape, as you can see from the photo, which makes it a quite elaborate work to make, but worthwhile.
The dough is quite simple: 600 g wheat flour, 190 g sugar, 1 tsp cardemomme, ½ tsp hartshorn/hornsalt (see below), 75 g butter, 2 eggs, 2½ dl cream and oil for deep frying. Mix the dry ingredients and crumble the butter in the dry mix. Add the eggs and the cream and mix it all.
Other recipes exist. This is from Thomas Herman, chef at Herman in Copenhagen, a one-star restaurant. I like Thomas Herman very much as he knows how to interpret old Danish classics without deconstructing them completely. You can read more at http://thomas-herman.dk/
Refrigerate the dough overnight and roll it out thinly on the table. You cut it out in diamonds and you slit a line in the middle of each diamond. In Denmark you would use a special tool for this cutting – a bit like a pizza wheel but smaller and with a pattern so the edges get jagged edges.
Now you take each diamond and fold one end throught the slit so they sort of a curled around themselves. You deep fry them around 5 minutes in the oil. Not too many at the time and turn them underways. You let them drip the oil of on a oil-absorpant paper, to make sure they are not really oily.
You can dust them with sugar when serving them.
A note on hartshorn/hornsalt – or in Danish hjortetakssalt. It is in fact Ammonium bicarbonate commercialised as hartshorn/hornsalt. It is used for the same purpose as for instance baking powder, but has the added value of making cookies crisp and crunchy. It can be substituted by baking powder or bicarbonate, but then there is no guarantee for the getting the klejner nice and crisp, so…..Hjortetakssalt can be found on the net and ordered from Denmark