short version: Yes for Greenland at least, in the 1920'ies. Iceland was, supposedly, only part of the Norwegian Realm and Dano-Norwegian Realms by way of a contract called Gamli Sáttmáli (at least that is what it is called in Faroese sources). The Faroes were too small and insignificant to care about - but I seem to remember reading some articles (written in the 1920'ies) by a Norwegian professor on the subject of reclaiming the old tax countries.

But it all ended with a court case and the court reaffirming the decisions of the Kiel treaty.