The story is that Knud, his brother Benedikt and 20 loyal followers, were killed trying to protect the King. Some sources say that Benedikt was a Bishop. Then why sanctify only the King? He had been brutal enough in his rule. But there were sayings and sightings of "miracles" and so the river toward sainthood flowed. Synchronicity is persuasive, especially when it suits politics, is that so? See again the Galen Frysinger site.
Relics in Saint Knud's Church: brother of King Knud, Benedikt (in some sources, named as a Bishop and not merely a Prince). Note the plain coffin.
Saint Margret, and an unexplained menorah, also in St. Knud's Church. She began as Regent over territories of Norway, Sweden and Denmark, in successive appointments that enabled her to stay in power and enact many reforms because the child-to-be-king remained a minor. See ://departments.kings.edu/womens_history/margaretden.html/.
With immigration increasing from Jewish, Arab and other ethnic-religious origins, Odense experiences tensions familiar to other parts of the world, see ://islamineurope.blogspot.com/2009/01/odense-strained-relations-between.html