Dining near Filoli in Woodside, CA
To clarify: Little Copenhagen is in the Woodside Plaza in Redwood City, off Woodside Road. I can't vouch for it since I haven't been in decades, when it was at its old El Camino location.
As to other recommendations, it sort of depends which way they head to 101. Downtown San Carlos has a couple of decent Italian restaurants downtown, Piacere and La Tosca. I've heard mixed review of Town (new American, I think), in the old A Tavola space, but haven't been there. Also in San Carlos, but closer to Belmont, is Khabul (Afghani) (on El Camino, in the corner of a strip mall), which I think has some of the best lamb on the peninsula.
If they want to head a little further north, there's Divino in Belmont on Ralston, just west of El Camino. We had a very good dinner there last Friday (haven't had a chance to post yet), and it was just written up in the Chron. Same folks owners as Bacco in SF. Everything was delicious. My major complaint was that it's all hard surfaces and was very noisy.
If they go down Woodside Road, that's Redwood City territory. In downtown Redwood City, there are a number of places on/near Broadway (from west to east): Bangkok Bay (Thai - nice little family run place), Siciliano's (Italian - used to be good but I haven't been there in ages), New Kapadokia (Turkish - highly recommended), Tarboosh (Mediterranean), Amelia's (Salvadorean/Mexican - really good pupusas), Vino Santo (Italian - nice atmosphere, decent food), Suisha House (Japanese). For more standard fare, there's a Max's in Sequoia Station (on El Camino, a block north of Jefferson) - I'm not a huge fan, but others seem to like it. There's also a pleasant place out at Pete's Harbor called The Waterfront (American), where you can dine overlooking the water and boats. Tasty but limited dinner menu, good wine list.
Most of these places have websites so you can check out the menus/prices. Also, many have been reported on here before, so do a search for more info.