Denmark were far too comfortable and they came close again on 22 minutes as Sofie Bredgaard's powerful effort was tipped over the crossbar by Wales goalkeeper Olivia Clark.
Clark's goal led a charmed life on 27 minutes as defender Stine Ballisager headed against the crossbar from point-blank range from a corner, before Kathrine Kuhl smashed the ball over through a crowded penalty area.
That exchange proved decisive, with the contest surprisingly turning on its head.
Wales could easily have been two or three goals behind, but they might have equalised on 32 minutes as Denmark failed to clear a cross, but Lily Woodham's shot was blocked.
However, Denmark did not heed the warning and Wales did level less than 60 seconds later as Holland collected the ball, cut inside and powered a right-footed effort into the roof of the net.
The goal sparked Wales and Hannah Cain volleyed over after Woodham found her in space with a fine piece of skill and Rachel Rowe dragged a shot wide as they finished the half the stronger side.
More and more comfortable against the best in the world, Wales look a different proposition to the side beaten 5-1 in successive matches by Germany and Denmark in 2023 as they continued to rattle the Danes after the break.
Visiting coach Andree Jeglertz made four substitutions before the hour mark with his side completely losing their impetus after Wales' equaliser.