Personal unions will break if the senior partner has negative prestige on ruler death. An easy way to tank someone's prestige hard is to occupy their capital, since they'll lose 20 prestige each time this happens, and you can potentially do it multiple times in a war. With Denmark though, Sweden will almost always start an independence war very early (though Denmark does sometimes hold onto Norway if they keep decent prestige).
I've been playing as Better Poland (Mazovia), and man, it's been a hell of a ride. The independence war itself was luckily very smooth, and I was able to break Poland's PU over Lithuania (by the capital trick) and the next war with them went well enough, but afterward I ended up getting DoW'd by Lithuania and Poland separately. It was a 2:1 disadvantage in the Lithuania war, and all my allies dishonored the call to arms with the Poland war (they didn't get any allies in though, so it was just me and them).
What was insane about it was that I knew something horrible like this would happen (Lithuania is no joke, and I hadn't been able to get Muscovy on my side), so I encouraged a civil war ahead of time by leaving land uncored (fortunately had a really shitty ruler). The result was Poland and Lithuania slogging through around 70 pretender regiments, while I stayed out of bankruptcy by looting random provinces I could sneak around to with my tiny army. It was probably the most fun I've had in this game, and by the end of it I managed a white peace with Lithuania and took 100% warscore worth of land off Poland (while at 15 WE, -3 stability, and 15 legitimacy). And then with the war over, I collapse to rebels, and poof! 0 stab, 95 legitimacy, and 0 war exhaustion (also -100 prestige and like 80% autonomy everywhere, but you can't have everything).