This is what the Danish Embassy in Washington writes about Christmas in Denmark

In Demark the heart is one of the main symbols of Christmas.
A special Danish tradition is an  interwoven paper heart often made of red and white paper, the colours of the Danish flag. These paper hearts are put on the Christmas tree

Here are some links that shows how to make woven paperhearts
The Woven Paper Heart  for Christmas & Valentine's Day
Peters julehjerter

I also weave hearts with pine splint