CPH is amongst the best airports (in Europe) when it comes to connections and indeed the above arrangements, even with small kids, would give you enough peace of mind (assuming, needless to say, no major delays). You will only have to go through passports (no security) before a maximum 10/15-minutes' walk to your next gate (even if this is at the very end of pier/s A/B). I flew to GDN from CPH several times during my commuting days and aircraft doors would normally close 10 minutes before departure time, very often they would wait for connecting passengers, SK is pretty good at that.
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