So, I got curious and did some Googling. According to one website, Norway only has about 55,000 islands, putting it in distant 3rd place behind Sweden (~221,800) and Finland (~188,000). Denmark claims only 406 islands. But that number reflects the modesty of Danes: they don't count the Faroe Islands or the many islands of Greenland. Today's 3rd place finisher and Trollstigen team member Magnus Cort is from the Danish island of Bornholm in the Baltic Sea. Teammate Mikkel Bjerg is also from an island: Copenhagen. (~3/4 of Copenhagen's population lives on the island of Zealand and ~1/4 on the island of Amager.)
Jacob Fuglsang was born in Geneva... but he's my pick for winning Tirreno-Adriatico anyhow.