Family reunion (Copenhagen)

Dear Copenhagian,

As many other danes that live and work outside Denmark, I have been stationed for my company in Vietnam for more then 3 years. While I was stationed in Vietnam, I meet my wife. My wife has two childrend from her previous marriage.
When working here in Vietnam, I still pay taxes as normal tax payer danes. However, you cannot always get what you wish for. In my case, my company is closing down the activities in Vietnam, which mean my stay in Vietnam is about to end soon. Actually, I had in my mind the wish to stay here many years, but I have to follow my company back to Denmark. If I choose to stay in Vietnam, I have to quit my Danish job. I had been looking for similar works in Vietnam, but there are nothing for me and I cannot doing nothing and lean on my wife.
I have now decided to come back to Denmark and bring along my wife and childrend with me, as I think that is the best solution, as I can continue with my career and my wife can find a job in Denmark.
I am asking for advise from anyone that have had similar experience as I did. How is the easiest way to solve this?
I have already studied some of the rules about family reunion in Denmark, and it is complicated and strickly. I have also studied the option to move to sweden, but have no experience in that.

Please give me some advise if you have tried to be in my situation.

John.