Honey Cake by Joan Betty Stucher, illustrated by Cynthia Nugent

From amazon.com
In this Holocaust rescue story where the camps remain a distant but scary threat, a young Jewish boy in Copenhagen tells of the Nazi invasion of Denmark, the widespread resistance among ordinary citizens, and how, after three years of occupation, the Danes help many Jews escape the roundups. Ten- year- old David knows that the grown- ups around him have secrets and that his sister is part of the resistance. Then David himself becomes involved. Black- and- white illustrations throughout break up the text of this chapter book, which can serve as an introduction to the grim history.

Lisa and Jesper by Carol Matas

Lisa and her family refuse to watch the Nazis take over their country without a fight. Lisa joins the resistance and the fight against the Nazis.

Jesper is the sequel.

(The language is easy, but Matas does not usually shy away from the violence that was present in the history she writes about.)

Number the Stars by Lois Lowry

From the back of the book:
Ten-year-old Annemarie Johansen and her best friend Ellen Rosen often think about life before the war. But it's now 1943 and their life in Copenhagen is filled with school, food shortages, and the Nazi soldiers marching in their town.
The Nazi won't stop. The Jews of Denmark are being "relocated," so Ellen moves in with the Johansens and pretends to be part of the family.