Interestingly I've had the very same issue and even more interestingly, the agent at OSL I talked to told me that I would be protected and rebooked for free if there was a delay, which I am still a bit doubtful about.
I have a flight: LAX-CPH-ARN and a seperate flight: ARN-ZRH with (thanks to a 3 hour schedule change) 40(!) minute connection in ARN. The agent at ODL reassured me if there were a delay that they will rebook me for free.
There are no later options from ARN to ZRH on SAS to preemptively rebook onto and rebooking LAX-CPH-ARN is difficult as none of the agents so far have been able to find the SK codeshares flights from LAX-EWR (which would allow an early arrival in to ARN). The only options is to rebook to return from EWR and I'd need to get to EWR myself (only a slight fare difference (40 eur) but 340 eur rebooking fee) or to rebook to LAX-(UA)-EWR-ARN with the United flight number between LAX-EWR for nearly 500 eur (including the rebooking fee). The worst part these is that due to the system limitations, the agent can't even tell me what class the UA flight will be rebooked into and I might very well end up flying Y instead of C when rebooking that way.
I'm still pondering about what to do, but if I end up with the tight connection after all I'll let you know how it went as my flights will be in early december.