There’s only one thing better than a Danish pastry and that’s a free Danish pastry. Until recently such things didn’t feature greatly in my life, but now Denmark’s fancy bakery chain Ole & Steen has begun rolling itself out across London and everything has changed. As well as reasonable coffee and a fine line in open sandwiches, they will insist on offering platters piled high with chopped-up pieces of their finest bakery product to nibble on for free while you wait: flaky pastry, a filling of lightly spiced apple, decorated with a scribble of white icing. What’s not to like?

This has given me cause to think deeply about one of the most profound issues facing those of us who eat food: the etiquette around snaffling free samples. The Danes are famously polite, trusting souls. Doubtless at home, their customers pick a single piece, take their coffee and go. But I’m not Danish, and nobody has ever referred to me as Jay “Restraint” Rayner. Frankly, if no one’s watching too closely, I can scarf the equivalent of a whole Danish in the gap between saying “A white Americano, please” and “Thank you”.

In this I am aided by the fact the servers in Ole & Steen are busy. Plus, it’s not their cake, so what the hell. It can be much harder in, say, branches of Yorkshire cake-mongers Betty’s, where the freebies are often displayed under glass cloches. It takes both real commitment and shamelessness to lift the lid and grab handfuls of fat rascal, while being stared down by one of Betty’s finest, a mere pursed lip away from a Harrogate tut.

But the trickiest of all is the knit-your-own-yogurt farmers’ markets, full of greedy sods fondling rare breed chickens. These businesses invariably belong to the stallholders themselves. Here, a free sample is meant to convert to a sale. And, boy, is it hard to feign exactly the right expression of cheese-obsessed interest as your fingers reach out for the hunks of over-priced gruyere, when you have not the slightest intention of buying any. Hard, but trust me, not impossible.

There is also the free-sample hierarchy to navigate, for not all freebies are born equal. At the bottom you get those flogging cold-pressed rapeseed oil, by suggesting you dip swabs of badly made bread into glistening bowls of the stuff. The product may be great, but a mouthful of grease is not my idea of a good Sunday morning out. Just above that are the bespoke fruit stands trying to offload gnarly varieties of apple you’ve never heard of, by piling slices into trays. Generally, it’s impossible to get to these because they’re always surrounded by anxious parents of young children, still strapped into over-engineered buggies, who are desperately trying to shovel free fruit down their little darlings’ gullets.

So instead you head to the chilli-jam stands proffering crackers you’d never dream of eating otherwise, followed by the stalls shifting artisanal hummus like tile grouting, courtesy of mini breadsticks. Above them are the cheesemongers and, finally, for those with a taste for the animal, the holy grail of all free samples: the sausage stands, the coarse-cut porkers sliced into thick discs.

The key here is to learn how to hold multiple cocktail sticks at once, so you hit three or four pieces with one pass. And if that all sounds like too much trouble, just give up and head back to that Danish coffee shop. Trust me: it’s as easy as taking free cake from a bakery.