Good luck. I switched a long while back now, and I love it. I went back to using a phone cover with space for a physical payment card, and I honesty never miss having Google Pay.
There were a couple of other items specific to Denmark that I had issues with, one I solved and it now works (MobilePay), the other I replaced with a dongle (MitID). Outside of those two, everything else worked flawlessly from the start.
There is a lot more control available to you, and I’ve found the settings and user experience very easy to figure out.
I just had to tweak the permissioms for MobilePay, I cannot remember exactly which, but I think it was something about allowing it to use the Play Store integrity layer? It was a quick fix in any case, and they have some advice on the Graphene site.
For banking Revolut works with no issues. I have not tried my main bank, I never use their app, always do my banking on my laptop anyway.