If you are heading abroad this year to visit some of the world's best Christmas markets, then you may want to read up on items you can and can't wear as you wander around. As warned by the Foreign Office on its official GOV.UK website, people are being told that there is a dress code they need to adhere to. In the section about safety and security under 'l aws and cultural differences', the travel experts warn: "I t’s illegal to wear clothing that conceals your face in a public place in Denmark.