There are very few grids with high penetration of those exogenously-variable renewables that have up til now provided no inertia to the grid - wind and PV. What matters is not the penetration in a particular market, nor in a particular country, but rather what the penetration is on a particular synchronous grid - the area over which the frequency is synchronised. So although Denmark has a high penetration of wind (sometimes more than 100% of demand - they export the surplus), that's not what's important for managing the grid.
East Denmark belongs to a large Nordic synchronous grid, that covers Norway, Sweden and Finland too. And on that grid as a whole, wind & PV have pretty low penetration, even when Denmark has more than 100% wind.
West Denmark belongs to the main continental European synchronous grid, which goes from Portugal to Greece to Poland. And on that grid, wind & PV have pretty low penetration too, even when Denmark has more than 100% wind.
So, for pretty much all grids, managing existing renewables penetrations is very easy: some other plants get turned down or off (typically coal or gas) when the wind or PV is available, and everything else carries on just the same.
The highest penetrations are currently found on the Single Irish Grid, which covers the Republic of Ireland, and Northern Ireland. There, there are times when wind could meet more than 50% of demand. Those times are infrequent, but they do happen.
The next highest to my knowledge is Britain, which has (at time of writing) not exceeded 49% wind + PV. I would expect it to exceed that some time in the next year or two, but to date, no special management techniques have been required in Britain.
Whereas Ireland has had to curtail some wind to keep penetration down to 50%. That is to say, they've had to spill some wind to manage the grid. They're looking at implementing measures now to raise that to 70%. Hydro Quebec have been looking at building frequency reserve into wind generation, to allow penetration to rise. Britain's National Grid is just completing trials of the same thing (the NIC project- “Enhanced frequency control capability" - efcc), and there should be a report out on that soon; the early sounds coming from the project team have been positive.