In Order of Disappearance from this year with Stellan Skarsgard was very good.
Both Reprise and Oslo, August 31st by Joachim Trier are excellent films.
I've always really quite enjoyed Jens Lien's films. The Bothersome Man is probably his best, but Jonny Vang and Sons of Norway are pretty good as well.
Roy Andersson's Living trilogy from Sweden is brilliant. I saw the last film from it this fall at TIFF A Pigeon Sat on a Branch Reflecting on Existence. The other two are You The Living and Songs From the Second Floor.
I'm really quite a fan of Scandinavian cinema too. The contemporary stuff often seems to have quite an interesting aesthetic of the darkly comic subtly touching even the more serious of works.