The paper presents and analyses experiences from developing and running an in-service course in project work and mathematical modelling for mathematics teachers in the Danish gymnasium, e.g. upper secondary level, grade 10-12. The course objective is to support the teachers to develop, try out in their own classes, evaluate and report a project based problem oriented course in mathematical modelling. The in-service course runs over one semester and includes three seminars of 3, 1 and 2 days. Experiences show that the course objectives in general are fulfilled and that the course projects are reported in manners suitable for internet publication for colleagues. The reports and the related discussions reveal interesting dilemmas concerning the teaching of mathematical modelling and how to cope with these through “setting the scene” for the students modelling projects and through dialogues supporting and challenging the students during their work. This is illustrated and analysed on the basis of two course projects.