Peggy, Do you know any of the ingredients or can you describe the cookies? I found this online, not sure it's what you are looking for...

DANISH KRASEKAGER (MARZIPAN CAKES)
Source: Bergy
Servings: 4-6

This is a traditional Danish cookie/cake that is served at all festive occasions, Weddings, Christmas, Easter etc. It sounds like Ho Hum but it is truly delicious

1 lb ground almonds, blanched
4 ounces icing sugar
4 ounces berry sugar
2 tablespoons water
3 egg whites
ICING:
4 1/2 ounces icing sugar
1 egg white
1/2 teaspoon vinegar

Mix all the ingredients (except Icing ingredients) in a saucepan and heat over low heat, until almond paste is slightly roasted and has absorbed all the liquid Leave the almond paste to cool completely.

Roll the paste into strips the thickness of a medium finger and the length of a cookie sheet. Place the strips on a well greased baking sheet which has been slightly sprinkled with flour.

Pinch each strip at the top so the strip is broad at the base and narrows to a sharp ridge at the top. Cut into 3 inch pieces.

Bake in low oven 300F for 15-20 minutes or until light brown on top only, Cool

Mix the icing ingredients and stir well and until it has an even consistency.

Decorate the cookies with the icing drizzled in a zig zag patter across them.