Legoland's hometown airport isn't exactly a business class hub, which is precisely why the routing puzzle from Atlanta matters so much. There's no nonstop option here: business class from Atlanta to Billund always runs through a European gateway, and after dozens of trips threading this connection, I've concluded that Amsterdam via KLM or Frankfurt/Munich via Lufthansa are your two realistic paths, with SAS's Copenhagen hub as the more elegant third option given Billund's proximity to Jutland. The factual bottom line: all three routings require one connection, and total journey time typically runs 12-14 hours depending on layover length, since the transatlantic leg alone is roughly 9 hours.
Each carrier brings something distinct to this itinerary. Lufthansa's longhaul aircraft on the Atlanta-Frankfurt or Atlanta-Munich sectors increasingly feature the new Allegris business class suites, though older 747-8 and A340 configurations still appear seasonally, so it's worth checking your aircraft type before booking. KLM flies World Business Class on its 787 and A330 fleet out of Atlanta into Amsterdam, a reliably comfortable if not flashy product, with Schiphol offering one of Europe's smoothest connection experiences for the short onward hop to Billund. SAS, meanwhile, routes through Copenhagen with its Airbus A330/A350 business class, and I've found this connection particularly civilized because Copenhagen to Billund puts you within striking distance of a domestic SAS or a scenic train option if you want to see the Danish countryside.
My insider tip: build in a two-hour minimum connection at Frankfurt or Amsterdam during summer, when both airports see congestion from vacation traffic, but treat a Copenhagen connection more generously if you want to use SAS's lounge, which rarely gets crowded compared to its Star Alliance counterparts. Summer, specifically May through September, brings the best award and revenue fare availability on this corridor, largely because leisure demand into Denmark spikes while business fares soften. Given the routing complexity and fare volatility across three alliances, setting up dedicated price tracking for this specific city pair will save you from missing the narrow windows when premium fares dip.