Legoland's gateway city isn't exactly awash in nonstop widebody service, and that's precisely why the routing decision matters more than usual here. There is no direct business class from Orlando to Billund, so the real strategic choice is which European hub delivers the smoothest connection: Amsterdam via KLM, Frankfurt or Munich via Lufthansa, or Copenhagen via SAS. Of the three, SAS's Copenhagen connection is the most logical for onward travel to Billund, since Denmark's own carrier operates frequent short-hop turboprops and regional jets on to BLL, and SAS business class on the transatlantic leg — a proper flat-bed on their A330/A350 fleet — makes for a genuinely restful crossing before that final domestic hop.
Having routed through all three hubs repeatedly, I'd steer discerning travelers toward Lufthansa's newer Allegris business class configuration when available on the MCO-Frankfurt or MCO-Munich sectors — the individual suites with closing doors are a meaningful upgrade over older Lufthansa business cabins, though Allegris isn't yet fleet-wide, so it pays to check aircraft type at booking. KLM's World Business Class on their 787 or A330 out of Amsterdam remains a dependable, if less flashy, alternative, and Schiphol's efficient transfer process is a genuine advantage if you're jet-lagged and just want to get to Denmark with minimal friction. My insider tip: build in at least a 90-minute buffer at whichever hub you choose during peak summer, since Billund-bound connections are often on smaller aircraft with limited daily frequency, and missing one can mean an overnight delay.
Late spring through early autumn — May through September — brings the best combination of fare softness and daylight-heavy Scandinavian scenery, ideal timing for families heading to Legoland or business travelers visiting Denmark's manufacturing corridor. Given the multi-airline, multi-hub complexity of this itinerary, setting up automated fare alerts across SAS, Lufthansa, and KLM is the smartest way to catch a premium-cabin deal before it disappears.