Much as I like Danish crime dramas, for me, Those Who Kill, has some conspicuous flaws that can not be overlooked.
Perhaps the biggest is how easily the criminologist who supports the key female lead in the first episode is "blamed and written off", by her boss when things turn pear shaped. This is in spite of the fact he leads the team to the killer's lair in the first episode and he's in no way to blame for what transpires, thereafter. This is explained somewhat in latter episodes but still, it all seems a bit of a stretch.
There are other examples that are implausible too, such as intentionally taking a child into a dangerous armed hostage situation.
That's not to say Those Who Kill is not watchable. It's well acted and and directed. Some of the episodic stories premises are novel too. That said, those positives are let down to a degree by some not insubstantial weaknesses in the back story.
Six out of ten from me.