Now besides the obvious, powerful Scandinavia, ideas that are peculating, you don't exactly need a Scandinavia with more land to have a greater population. Britian imports like half its food, as its population vastly outstrips its food production.
So the real question is how do you get a Scandinavia prosperous enough for those people who emigrated to America to stay and rich enough to import food to feed the populace after it surpasses domestic food production. After all, most of rural Scandinavia was poor for most of history. One of the reasons why so many people emigrated.
The obvious answer, to me...Industrialization. The Scandinavian countries were somewhat late on the industrialization train. If industrialization could really start in the first half or preferably quarter of the 19th century, you could preempt the mass emigrations that started roughly 1825 and lasted for a century or so. There'd be a heavy demand for workers that would draw the people from the poor, rural areas that IOTL emigrated, and the prosperity from being among the first nations to industrialize would bring the financial means to import food.
I'd say the best POD for an earlier industrialization without really affecting history would be during the Napoleonic Wars. All the Scandinavian countries got screwed rather hard during that period. Norway was blockaded, forced to deal with famine, its merchants went bankrupt from the blockade, and finally ended up being traded around as a reward for Sweden while also being saddled with debt. Denmark had its fleet destroyed or towed away for neutrality, its commerce raided by Britain for several years, was forced to war against Sweden, lost Norway, and was again saddled with debt. Sweden was forced into war with Denmark, lost Finland to Russia, was militarily humiliated repeatedly, had its king overthrown and replaced by a French Marshal, lost Swedish Pomerania, and in the end only was rewarded by gaining a Norway that wanted independence enough to fight and ended up only joining it in personal union. There are a number of POD's where at least one of the Scandinavian countries got off either far better or even gained something, and assuming a similar pro-Scandinavian movement that results in something like the Scandinavian Monetary Union could result in any industrialization undergone spreading to the others.