Thanks for the full report, C-W-S.
I note with approval that Sun-Air are using the main domestic Danish maker of ice cream (Polar Is), not the Unilever-owned producer marked by the International Sign of Mediocre Ice Cream ("Heartland" logo).
If visiting the Billund area with ambitions of going to more than Legoland, I would recommend renting a car (even though it's not cheap in Denmark) to explore some of the Viking sites nearby, the coast by Esbjerg or up towards Skagen, and so on. One could also take the bus/train combination which takes about 3 hours to get to Copenhagen (via Roskilde, also worth a look).