Here are more info:
http://en.wikipedia.org/wiki/Euleia_heraclei
http://www.diptera.info/forum/viewthread.php?thread_id=5134&pid=22998
http://www.diptera.info/photogallery.php?photo_id=8695
Perhaps a fruit fly of the family Tephritidae. There are several species in Denmark http://130.235.11.35/search.php?taxa=Tephritidae&sort=1&country=Denmark
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