In a large bowl, add the lukewarm milk and dissolve the fresh yeast. If you normally uses dry yeast, add this together with the all-purpose flour in step 3.
Add the sugar and a beaten egg. Stir to mix.
Add the all-purpose flour and the salt. Knead everything into a nice and smooth dough.
Leave the kneaded dough in the bowl, cover it with some plastic foil and let it rest in the fridge for 15 minutes.
Using a rolling pin, roll the dough into a flat square measuring 45x45 cm (18x18 inch).
Use a wire cheese cutter or similar cutting tool to cut very thin slices of the cold butter. You can with advantage place the butter in the freezer for some time to ease the process of cutting thin slices. Place the butter at the center of the dough in an angle of 45 degree to the corners of the rectangle dough. It should look like a diamond in the middle of the dough.
Fold the four corners over the butter. Make the edges of the folded dough overlapping so that all the butter is sealed inside.
Again, roll the dough flat using the rolling pin. This time the dough should be a rectangle. Be very gentle; make sure not to break the dough and revealing the butter.
Now fold 1/3 of the short side over the dough and then fold the other 1/3 over. It is similar to folding a letter, which is to go into an envelope. Wrap the folded dough into plastic foil and let it rest/cool in the fridge for about 15 minutes.
Continue this procedure with rolling the dough flat and folding it. This rolling and folding process should be done totally 3 times. Remember to let the dough rest in the fridge in between each step. Again, be careful not to break the dough revealing the butter. If you accidentally break the dough try to cover the hole and use a little flour to make sure, the outside of the dough does not get sticky from the butter.
Now the dough is ready to make any kind of Danish pastry. Find several recipes here on my blog for different traditional Danish Pastry like. Browse the 'Traditional Danish section'
Use this recipe to make all kinds of traditional Nordic pastry. Use NordicFoodLiving.com to search for different recipes.