The Flight of the Romanovs says that Marie/Dagmar moved to Hvidøre permanently after her Nephew, the King of Denmark, complained about the electricity bills she was running up in his home, Amalienborg Castle. The house had a permanent staff of 30 servants, but I do not know how many rooms it had. Apparently it was possible to walk to the beach using a tunnel that passed under the road running parallet to the shore. Almost every room in the house had a view of the sea.
One major problem was the house had been intended as a warm weather residence and did not have any fireplaces or heating stoves (from the picture I've seen, the fireplace with the Danish motto "East or West, Home is Best" inscribed on it was apparently a fake). Especially with the wind blowing across the frigid water in winter, the large windows would become a definite liability. Apparently, electric fireplaces had been installed, but they weren't equal to the Danish winter, and in the winter of 1927-1928 kerosene heaters were brought in, and even they couldn't keep the place warm. I can't help but wonder what the king would have said about the bills for the electricity needed to keep those electric fireplaces going...