Coastal Trail Bornholm (da.: Kyststien Bornholm) takes you around the island of Bornholm. The route is well marked and goes through several small towns. The majority of the trail is on foot trails, and some on gravel or asphalted roads as well as beaches and rocky terrain. 

The uploaded GPX file is from https://www.friefodspor.dk/kyststien-bornholm-rund which in turn is based on the official map from Udinaturen.dk - Kortvisning | udinaturen.dk.