Hmmm, well, Per Niklas would probably be the Swedish variant. "Double names" are usually hyphenated, but Per-Niklas is very rare. According to a statistic site, there are only 23 Per-Niklas in Sweden, and only 18 of them use Per-Niklas as their first name. 3 men are called Per Niklas without the hyphen (and Sweden has about 9 million citizens).
The reason why Per-Niklas is so uncommon, although both Per and Niklas are very common names and hyphenated names are rather common in Sweden, is probably the fact that "Petter-Niklas" or "petterniklas" is slang for penis!