I usually don't have access to a printer when I am in DK or SE. According to the SAS website there is trouble if you are going outside Schengen because of the passport control.
But what about security since they require a BP? At CPH I noticed a PC with a card scanner. However, my UA *G card does not register with SK when I try to do self check-in so I doubt it would work here either......
In any case I suppose I can web check-in early to get a good seat and then pick up the BP from the business check-in. (Yes, I have given up getting a pre-assigned seat as *G.

)