I genuinely like to believe that their military will revolt if such an order is issued.
Not because I have a lot of faith in those warmongering babykillers but because plenty of people got family on both sides of the border. This won't be a conflict in far away lands against unarmed poor people.
Denmark and Greenland already gave him pretty much everything he wanted. Europeans already sent their forces to Greenland, albiet a tiny and symbolic number. I don't think that's going to become a hot war.