Hi Carl,
I've split your message off to make a new topic.
Since the name "Niels Olsen" is very common and Copenhagen has multiple parishes, it would be difficult to know if you have the right person. Even just a search on familysearch.org , which by no means would have all records indexed, turns up a large number of possibilities.
Do you have his marriage and death records from Australia? (may give some indication of parents' names).
jorose