Again, you need one from the embassy (sort of confirming you are who your passport says.)
My experience from Bangkok Bank, EmQuartier: I hand the guy my passport and as I'm sitting down and messing around my dunnage, he suspiciously goes "hmm, Denmark..." I pull out the embassy letter and say "also have this from my embassy" and he lights up like a xmas tree and goes right ahead. I was on a tourist visa at the time. But I don't think he even checked that.
It was an interesting experience. I handed the guy my passport and he looks at it a bit and goes "hmm, Denmark, eh..." While I was messing around in my dunnage. So, I pull up this letter from my embassy and he lights up like a xmas tree 😅 Everything was smooth from there.