Oops! Did not see your question until now.
Denmark does have a colonial history, but the development of folk-bildung in Denmark and Danish slave trade and the abolishment of slavery seem to be totally unrelated.
Ernst Schimmelmann who is mentioned in the article, and who made a fortune on his plantation, and his wife Charlotte were very interested in and promoted bildung ideas from Germany among their upper class friends in Copenhagen. Grundtvig who came up with the idea of folk-bildung was a pastor among rural peasants and read the same German philosophers whom the Schimmelmanns read and to some extent knew, but the Schimmelmanns and Grundtvig never met, as far as I know.
If I remember correctly: When Grundtvig applied for a travelling pass to England, Schimmelmann was the one who issued it, but that was as a top civil servant, not because they knew each other.
I hope that answered your question, if not, please let me know :-)