You can try OPOL which is tried and tested.
Google "one parent, one language" and you will find loads.
Between parents using OPOL, i don't think it matters wha they speak to each other it's consistency to the child that counts.
There's also "one context, one language", so Danish at home (all three of you) and English outside the home.
What 's interesting in your situation is that your minority language is probably going to change. From birth, the minority language will be Danish, so the standard advice would be to ensure plenty of exposure to Danish through grandparents, radio, nursery rhymes, DVDs (in due course), books, stories on CD etc. Because if you live in the UK and your DC go to English speaking school ( as opposed to home schooling or bilngual schooling), your DC will almost certainly -barring SN - speak fluent English.
But you will probably move to DK, in which case English will be your minority language. Which might influence how you play it now.
I might be tempted to do OPOL but not focus all my efforts on the current minority langage but for the moment, try to get the English going as much as possible, so English radio, dvds, obviously masses of reading aloud in English, and hold Danish in abeyance other than as the language between your DH and the baby based on the assumption that ultimately, Danish will not be a problem and English will be the minority and possibly harder slog.