Miguel Muelle wrote about the Holberg Suite.  I do not think there are
many recordings of the piano version, it usually comes in the form of the
arrangement for string orchestra, although I once heard an arrangement for
pianotrio.  Eva Knardahl has, I think in the 8ies recorded the complete
Grieg pianomusic, She is excellent.  Maybe that is the one you are looking
for.

Peter Wisse