A little of topic I know, but the practice of not giving orders to foreign female royals continues in Britain. So while foreign orders are given to British females royals, there is no reciprocation (other than for female monarchs) for even Queen consorts.
Like many other orders, the St Olav was not regularly awarded to foreign female royals until the 1970s. Norway never had a female-only order (like many other monarchies).
The Norwegian female royals did received the order for service. Queen Maud probably received the order late in her life (I cannot access my records now), and Crown Princess Märtha received it i 1942 for her war-effort. Princess Astrid received it in 1956 while she was first lady of the country, but her sister Ragnhild who was not an active royal had to wait until the 1980s.
Reigning Queens (Juliana in 1946, Elizabeth in 1955) did receive the order during state visits, as did then Crown Princesses Margrethe (1958) and Beatrix (1964). (Princess Margriet of the Netherlands is also listed as having received it in 1964, possibly as second-in-line to the throne, though I am not quite certain whether it is correct as she has also been listed as receiving the order during the state visit in 1996.)
From the 1970s more female royals received the order during state visits, including Queen Ingrid and Princess Benedikte of Denmark during a state visit to Denmark in 1974.
From when on was the Order of st. Olav given to females? I noticed in the pictures from the Royal edding in 1968 that Queen Ingrid wore the Order of the Elephant and neither Pricnesses Astrid and Ragnhild wore an Order. There is also an official pic of the new Crown Princely Couple (where Sonja werars a yellow gown) where she does not wear an Order but the King's portrait Medal. So it seems that the Order wasn't awarded to females before 1968 or later.
(It is also interestint that Prince Henrik of Denmark and Prince Claus of the Netherlands both already had the order of St. olav in 1968 only 1 respectively 2 years after their marriages.