Here was the report that mentioned Coster-Waldau:
"What we do know is there are two male roles up for grabs. One is an American character and the other is a foreign character, both roles – we cannot stress enough – are physical."
Frank Grillo as Crossbones is, I'm assuming, the American role, and he definitely fits the description of physical. So it seems there's at least one more role yet to be cast.