Few, that's a relief
As we can see, small populations can be dense like the Holy See - where all you can see are the holy - or appropriately dinky like those islands, Pitcairn and the Falklands.
The population of Greenland? 56,840 according to one source, which is a little over that of the Marshall Islands but their population density is 310 people per square kilometre in 181 square kilometres. That's forty second in terms of density, 142 the difference. But it's not a large population: the same as Amazon in Lane County Oregon. Being in the US, they take imperial measures but you get some indication; 4,306 people per square mile. Okay, I've done the math - 1,662.55 people per square kilometre. So, yes, entire island nations or sovereign states or dependent territories or whatever with smaller population density than some chunk of a city in a county in a state. That no one's ever heard of; the name conjuring up the Basin or the River or the Rainforest or the Website well before we get to Eugene Oregon.