For what it's worth, in Danish we always use "Lego brick" (well, directly translated, we actually use block, but brick is close enough) when talking about Lego components, or even forego the Lego part completely. There simply isn't a Danish form of "Legos" that anyone uses. Lego by itself is really only used when referring to sets of many bricks (whether for a a specific design or not), "I'm off to buy some Lego" or "I'm getting that Lego thingamajig we saw in the ad", and then when opening it "Oohh, look at all these new blocks/bricks I have to play with".