score:3
As far as carrying them on the plane goes, you should be fine (just make sure that the soil is not too wet, so that it won't fall under the "liquids" rule... if in doubt, put the plants in checked-in luggage).
As far as Danish customs is concerned, the English-language information I could find ( http://www.skat.dk/skat.aspx?oId=2083356&vId=0 , http://www.foedevarestyrelsen.dk/english/ImportExport/Pages/Private_import_of_food.aspx , http://ec.europa.eu/food/plant/plant_health_biosecurity/non_eu_trade/index_en.htm ) seem to indicate that there is no problem as long as the plants are not endangered species.
In particular, see the last link. It says that "small quantities of plants, ... that their owner or recipient will use for non-industrial, non-commercial purposes" are exempt from having to have a certificate for import.
From what I've seen, European customs inspections are pretty lax (though I haven't seen inspections in Denmark in particular). To be safe though, you may want to go through the "red corridor" when you arrive and declare the plants. This way, if they are illegal to import, they will just throw them away but you won't get into trouble.
Upvote:2
Are these three particular plants of importance to you? Coleus is a pretty common house plant sold in markets all over the world and you maybe able to find it in plant shops in Denmark. Or perhaps take some seeds and grow them from scratch.
But if the plants are special to you and they aren't covered under CITES (unlikely since most flower shop versions are hybrids), then the first step is to clean the roots completely of dirt and vegetative matter. After unpotting them, you will likely have to dip the roots into a bucket of water multiple times to remove all the dirt. It is always good to trim off any insect eaten leaves or diseased looking leaves. Then use moist paper towels to wrap the roots, not tissue paper. When I box plants in a plastic container I add those styrofoam packing peanuts to fill the empty voids and avoid leaf/stem breakage.
Another method would be to take cuttings only, no roots, then put them in water upon arrival and let them grow new roots before planting them in a pot of dirt.
Upon arrival, as Eugene suggested go through the red line and declare them to be safe.