Some very capable researchers in this forum may be able to help you, I hope my posting does not deter the good help available here.
FYI another excellent Danish genealogy forum, "staffed" by expert volunteer researchers, is Slægt og Data DIS-Danmark "Find Your Relatives in Denmark." Some of the same volunteers here at Ancestry also volunteer there - plus additional researchers also.www.slaegtogdata.dk/
DIS-Norway and Norway Heritage forums are specialized Norwegian research forums. The researchers there may or may not not be able to find parents for Jon Olesen b 1622 Aarhus, but they might be able to tell you more about Røros copper works and perhaps more about Jon as well. http://www.norwayheritage.com/
I mention these specialized forums because your research project is a challenging one, given the time period. In any case, wherever you seek or receive help, I suggest you post all you know about Jon from the bygdebøk or any other source. Your query seems to be a condensed version of your research. For example, you may know his date of immigration to Norway; you may know when and where he died; and so on.
Mvh, a volunteer
Very interesting to read about the copper works:
"Two years after the first copper deposits were found in 1644 the mining town of Røros was established. At this time, knowledge of mining was scant in Norway and therefore experts were sent for mainly from Germany and Denmark. The town became a mixture of cultures, still mirrored in the unique wooden buildings."http://www.graenslandet.se/en/life-in-graenslandet/roros-kop...