There were two notable absences at the happy country reunion, though.
Princes Nikolai and Felix, eight, the children of Mary's brother-in-law Joachim were away – presumably with their mother Alexandra, Countess of Frederikborg.
Since their parents divorce in 2005, the two little boys have divided their time between the two.
The devoted dad decided to spend part of his holiday time with them at the country's National Open Museum, which chronicles life in Danish villages between 1500 and 1900.
The visit also gave royal watchers an opportunity to see how the youngsters are developing.
Nikolai, ten, has mother's darker colouring and spirited demeanour, while his brother is an angelic looking eight-year-old.
The youngsters - who are fifth and sixth in the line of succession after their uncle Frederik and his children – clearly got a thrill out of their day.
They were able to ride in an old-style carriage, stilt-walk and even cook their own food over an open fire.
Perhaps what made it so much fun is that Joachim didn't just supervise his kids.
Despite being smartly dressed in jacket and tie, the royal got stuck in trying his hand – or rather his feet – at stilts and riding an old model of a bicycle, much to the amusement of his sons.