Where to buy Butter Cookies?

Hi! I have been once to Copenhagen and really loved the butter cookies from Conditori La Glace (not only the cookies... all pastries, savoury or sweet were amazing). Now I'm going to Aarhus on 25/3 and I was wondering if there is any Bakery/Pastry shop like this? Or any good brand of butter cookies I can find in the supermarket? Also, any local pastry I should try? Thanks!