Despite being dairy-free, these cookies will be just like how you remember the original. In fact, many shop bought Danish Butter Cookies are made with vegetable oils, making them more shelf stable and are therefore vegan-friendly. I recommend a good-tasting vegan butter alternative, such as Naturli block, Vitalite or Earth Balance Buttery. Found in most supermarkets. If you can't get hold of a vegan butter and can only find margarine, one of my readers, Maria, has a great tip: Use butter flavouring. It is usually vegan-friendly.