Norway, Sweden, Denmark are historically considered as defining Scandinavia, and
the meaning of the term as used in those three countries.
The term Nordic is used to include those three plus Iceland and Finland, along with
associated territories: Greenland, Faroe Islands (Denmark), Svalbard (Norway), the
Åland Islands (Finland, but linguistically and culturally Swedish with a complicated
relationship with Finland).
Finland is the linguistic, and cultural, outlier, thus inclusion in a regional GB would be for
geo-political reasons and would be excluded from a GB based on cultural and linguistic
factors. The regions that became Finland were under Swedish or Russian rule, which is
why Swedish names are not uncommon in Western Finland, the Finnish national identity
as we, meaning non-Finns, know it came about in the 19th century.
A Nordic Countries GB including Finland, or maybe a Children of the Vikings GB,
limiting it to the linguistically linked countries/territories. The Åland Islands would be
part of the former GB, and possibly part of the latter GB if the linguistic and cultural
factors are considered to be the most important definition.