Checked-in with our 7 month old twins at CPH the other day, had to check in the buggy right there so had to carry twins through security and then on hand baggage trolleys to the plane. Best avoided - or at least if you have to go through CPH, take small buggies that they can put through the scanner. Are there other lots of other airports that have similar policies - we've not experienced it before but only flown from GRZ, MAD and EDI?