In continuity (but not always onscreen): kingkongeriget, handelaar, oh_espana, le_coq_gaulois, lionofthenorth (&various other Swedens), and another Norway (can't remember the username). ... And I almost forgot daheroyoudserve, oops!

....And he slept - as in cuddled while asleep - with bellabelgium, does that count?

Out of continuity: lookscold, xiaolongbaozhu, 1amkeit

I think I'm missing some.

As far as roleplay in general goes, I try not to make assumptions about his personal relations with other characters until I get a feel of where they stand. Hell, this even applies to Denmarks - some day I might end up playing with a Denmark who only sees them as brothers, y'know?