I literally just wrote a paper on this very subject and think I can actually answer your question.

First off, it is a mistake to treat Scandinavia as a single unit. While they had been (very) nominally united under the Kalmar Union in 1397, by 1523 the union had fallen a part and Sweden was very distinctly separate from the still nominally unified Denmark and Norway. So to answer your question, I'll break down the conversion by region, instead of talking about Scandinavia as a whole.

So Denmark's conversion is very closely intertwined with the break up of the Kalmar Union. For losing Sweden, the reigning king Christian II was deposed and replaced by his uncle, Frederick I. Frederick was sympathetic to the Protestant cause but could not convert outright because Christian II was allied to the Holy Roman Emperor Charles V by marriage. So Frederick's fear was that if he converted to Protestantism, the very Catholic Charles V would invade in support of Christian II. However, because he was sympathetic, Frederick did not really try to suppress Protestantism in his land and it developed a very large following among the common people. Thus, Frederick was afraid to actually act against the Protestants out of the fear that the people would rise up and depose him instead of a foreign monarch. So Frederick I neither suppressed or supported Protestantism and basically left it alone, allowing much of the population to convert. He also took advantage of many of the benefits of converting without actually doing the deed. He confiscated church land, drove out religious orders, and began to appoint his own bishops and clergy. By Frederick's death in 1533, Denmark was Protestant in all but name, mostly due to calculated inaction by the king.

This changed when Frederick's son took the throne of Denmark and Norway as Christian III. By this point, the large majority of the Danish population were Protestant but the nobility were still largely Catholic. Christian III had been a Protestant from the start and had opposed his father's inaction and advocated for conversion. He formally made Denmark a Protestant nation and after fighting a quick civil war against his brother, forced the nobility to convert as well. So unlike many of the German states or even the rest of Scandinavia, the real catalyst for conversion in Denmark came from the common people. So to directly answer the questions, about the ease of conversion, the short answer is that the people converted because of an inactive king and the following king made it official.

Norway was under the control of Denmark at this time, but conversion there was very different. For starters, Norway was the least populated of the Scandinavian regions and much of the population lived in small villages that didn't have a priest, let alone a church. Religion played a comparatively minor role in Norwegian lives.

After Denmark began to convert, preachers began to travel to Norway from Denmark. Converts began to crop up in the coastal, urban towns, but did very little to penetrate into the mainland. When Christian III took the throne in 1533 he attempted to forcibly convert Norway, but his programs had very little effect. Norway had no universities so all clergy had to come from Denmark. Also, since most clergy working in Norway had a number of villages they traveled between and served at, so the physical time that most Norwegians spent with trained clergy was very small. This resulted in a very slow and non violent conversion. The Norwegian people just kind of converted over time. So again,t o directly answer your question, conversion in Norway was slow, but it was easy and non violent.

Sweden on the other hand, much more followed the German model of conversion. Gustav Vasa was a young nobleman who had driven out the Danes in 1523, ending the Kalmar Union and was crowned King Gustav I of Sweden. Now Gustav was viewed as a usurper and a rebel by many of the other crowns of Europe. He was low on money and legitimacy and saw the new Protestant religion as an answer to this. Working with a Luther trained priest named Olaus Petri to reform religious infrastructure in Sweden. Gustav began to slowly seize control of the Swedish church, replacing bishops appointed by Rome with his own, seizing church lands, and giving Petri the authority to rewrite ecclesiastical and secular law. By the late 1530's, Gustav had control over the vast a majority of church infrastructure in Sweden, investing much of its power in him and the Swedish crown. For the most part, the people and nobility followed along with conversion because Gustav was revered by the Swedish people for his role in driving out the Danes.

Now to fully answer the question, the conversion of the regions of Scandinavia was relatively “easy”, but all for different reasons. Denmark's conversion came from the people who embraced the Protestant creed relatively quickly and forced the nobility to first not react and then to convert as well. Norway's conversion just happened over time with very little conflict because the people had very little interaction with religion on a day to day basis. Sweden's conversion came like the majority of the German states, from the top down, and was sped up by political necessity burgeoning nationalism.

Sources:

Czaika Otfried and Heininen Simo. "Wittenburg Influences on the Reformation in Scandinavia." European History Online, 2012

Larson, James L. Reforming The North the Kingdoms and Churches of Scandinavia, 1520–1545. London, UK: Cambridge University Press, 2014.

Nordstrom, Bryan J. Scandinavia since 1500. University of Minnesota Press. 2001 These are some of the more general sources I used that cover the Reformation in Scandinavia as a whole. I can supply more specific sources for the individual countries If you want.