CX arrives on time (normally), so connection time is no issue. Checking luggage through to Copenhagen should also work. Not sure if CX will give you the KL BP but even then you can easily get it from one of the transit points at AMS. CX arrives at G gates in AMS and KL European flights will leave from the Schengen-area. It's a small walk but nothing to worry about. You will need to go through customs but this will also not be a big topic depending on the passport you use for travelling (HK should be fine)