Possible Clues:

• A pastry
• Rush around at home serving up one with afternoon tea
• Scandinavian food tucked into by a knight on board
• Pastry also known as wienerbrod
• Tucking into stegt flæsk, say, a north Scandinavian
• Like Legos, originally
• Grilled, it may cause gluttony -- fifth sin a Dantean keeps up
• Scandinavian
• One from Copenhagen say
• Rush round part of UK for something to go with coffee