The exercises I am doing are using spaced repetition tools for vocabulary and listening, using textbooks for fine-tuning grammar and pronunciation, and as a writing exercise that's more fun than translating fourteen-thousand different variations on 'the red cat ate a quick mouse', I have just begun attempting to translate the classic children's novel Moonfleet into Danish.
Some good resources:
Spaced Repetition
* Duolingo
* Anki - there are Danish decks readily available online
Textbooks
* Danish: An Essential Grammar (excellent, but too dense for
younger kids)
* På vej til dansk (listening exercises, accessible to all)
Websites
* ordnet.dk: excellent online Danish dictionary - I find the phonetic transcriptions invaluable - while they may be inaccessible to younger children anyone can benefit from the plentiful audio snippets. I use this [1] greasemonkey script to help easily download the audio clips when they are particularly helpful, for example as exemplars of particular vowels.
* Wiktionary: A reasonable source of translations for Danish. A good accompaniment to Den Danske Ordbog. The IPA transcriptions don't tend to be quite as good as the ordbog though and there are some surprising gaps.
* Google Translate: Useful as a starting point, although I don't treat it as authoritative.
Misc
* Radio - DR P6 Beat - I'm only able to understand the odd word but I still find this useful for getting to grips with the sound of spoken Danish. Also they play pretty good music (although in case anyone from P6 Beat is reading, the correct number of times to play 'Brimful of Asha (Fatboy Slim Remix)' in a day is not 3).
* Reddit - /r/Denmark - I use this as an accessible font of colloquial Danish.
* Twitter - I follow Danish journalists for the sports I enjoy (Grand Prix racing and road cycling) to get repeated exposure to small fragments of Danish through the day.
Hope this helps :-)
[1] https://pastebin.com/raw/LygwA6bN