Since there doesn't seem to be any recent info on this, just going to post this so future non-EU residents know.

If you're looking to get the customs stamp for a refund of the TVA/VAT in the EU, unfortuately the only place for the stamp is landside. That means if you're making a correspondance at CPH and CPH is your final EU port before leaving, you have to go landside, get the stamp, and go back through contrôle sűreté. Not ideal for those flying SK and using CPH as their correspondance point, but there you have it.

A suggestion would be for travellers to try and get a customs stamp at their first EU airport before making the correspondance at CPH.