The only place where I have read that it was a tradition for Danish royal brides to be given a copy of the Dagmar Cross is in Leslie Field,
The Queen's Jewels page 126.
Hugh Roberts,
The Queen's Diamonds does not say anything about this.
If it was a tradition to give it to Danish Princess when they married, I am sure that others examples would have been noted. Yet, as far as I know, only Queen Alexandra was given a copy of the Dagmar Cross.
In 1874 one British newspaper carried this report of the story of Dagmar and the Cross. It suggests that Alexandra was the first to receive the cross.
At the time of Queen Alexandra's wedding in 1863 numerous newspapers carried the story of the Dagmar Cross to ensure that the British were aware of its significance; yet, none mention it being a tradition to give a copy to Danish Princesses on marriage.
Queen Alexandra wearing the Cross.
For her Coronation