Asserbo Slotsruin is the pretty if fairly minimal ruins of a small, moat-encircled 12th-century manor house and monastery. It lies near the southern boundary of Tisvilde Hegn so makes a good point to head for if you're making a longer hike through that forest.
If you're too tired to walk back again, you could stroll 800m south and nip on the 320R bus to Frederikssund.