My pastry came yesterday as well. Pictures are attached. Note that I hadn't modified/opened the packaging in any way until you get to the pics of the entirely unwrapped pastry.
I believe that I am primarily meant to be testing the pastry only, and that the packaging was more-or-less an afterthought. Nevertheless, I will comment on it in case anything useful can come of it. First, the empty space in the box was filled out with folded up bubble mailer envelopes. I assume you wouldn't do this with your retail product if for no other reason than that those things are super expensive. I'm guessing you had them on hand and weren't inclined to seek out more suitable packing material before getting these things in the mail.
Aside from the mailers, the pastry sat upon a piece of cardboard, loosely wrapped in wax paper. As you can see from the pictures, the wax paper tore in a couple places during shipping. Although this probably doesn't affect the product's actual quality, considering your care instructions, I believe it will affect the perceptions of your customers. It looks like the product was damaged in-transit and did not arrive altogether in-tact. You don't want your customer's first impression to be, "Uh oh . . ."
Edit: I should mention here that I am inexperienced with danish pastries. I had no idea that wrapping them in an airtight container was verboten. So when I saw ready-to-eat food essentially just sitting in a box, entirely exposed, I was pretty shocked. Honestly, my first thought was, " . . . the ---fudgesicle---?" You'll probably have to consider this, because I think many many Americans are like me. It's probably a pretty common preconceived notion that you can't just leave baked goods sitting out or they'll rapidly become stale or otherwise decline qualititatively. I think you need to do something to adjust their expectations before they lay eyes on the seemingly unwrapped product, or take care that the product appears to be 100% wrapped and guarded from outside evils.
Additionally, as you can see from the photos, the pastry was a bit squashed down and to one side during shipping. It's quite noticeable. I tried unsuccessfully to think of a way (beyond freezing) to guard against this. But you might devote some time to it. You obviously take great care in the presentation and it's a shame to have it spoiled in transit.
As for the pastry itself, let me say first off that the difference in quality between eating it right out of the box and first heating it in the oven is so dramatic that I don't think you should dream of even suggesting that the former is even an option. The pastry should simply come with explicit directions to heat it. Frankly, it didn't just taste better. My initial impression was that the pastry was slightly doughy. I thought that perhaps it wasn't getting enough airflow in-transit and had suffered a bit of the fate you described with regards to storing it in plastic wrap. The filling, I thought, had a nice texture and I could taste that it was very high quality, But while overall it was better than the typical Danish Pastry, considering the quality of the typical continental breakfast danish, this is faint praise. I was slightly underwhelmed . But once heated, the entire confection was transformed. The pastry became flaky, the almonds crunchy, the filling warm and far more flavorful. It was far and away the best danish I've ever had. Nothing else even comes close.
In short, if you wish to position these as high-end gourmet products, commanding a high price, you will have to consider the packing/shipping predicament thoroughly if you wish to ship them unfrozen. I also think that suggesting that it can be consumed heated or unheated is a heresy along the lines of making the same recommendation regarding a Papa Murphy's pizza. You want your customers to take a bite of your product and say, "Oh my god." Make sure this happens. Tell them only how it should be consumed, not how it can be consumed.
Oh yeah . . . I should also mention, I thought the apricot, almond paste, cheese combo worked well.
edit: Substantial edits.