No it's quite impractical, but depends how long you have of course! This one is very nice: https://www.visitcopenhagen.com/copenhagen/planning/kalvebod-bolge-gdk723272 And just a 15 minute walk from the station: https://maps.app.goo.gl/A5fZmVzes3cckAPB6 Near it is something called Green Island with refreshments/food.