My partner is vegan, so I was very happy to find this bakery so I could show off Danish culinary mastery. :-)
Conveniently located, we grabbed lunch/snacks from here on at least six occasions during a two week vacation.
The ingredients are all listed, although only in Danish. My partner quickly picked up which words to avoid though: mælk, fløde, smør, æg, honning (my partner eats honey if local though). Everything we got from there was excellent. Hindbærsnitter (raspberry cake with pink raspberry ising), Romkugler (chocolate rum balls), Thebirkes (a pastry with a sugary gooey centre), and much more.
One of the days we were there, the baker had even experimented with replacing the milk in the creme of the Spandauer (my favourite, and the kind that is often imitated abroad as a "Danish Pastry") with coconut milk; although the creme was a bit more runny than in a normal one, it was absolutely amazing. Possibly the best Spandauer I've ever had. My partner said it was the best thing they had tried from that bakery.
The bakery also has a few other goods. One day, we bought some vegan cheeze of a brand we didn't recognise; it wasn't good, it was basically just tofu... but that was the only disappointment that came out of our many visits.
Updated from previous review on Saturday October 25, 2014
Cons: Labels only in Danish