A local historical magazine has had several articles on the family history of the island of Sandoy (Sandur being the main village there). It had a complete list of the first Hentze's who came there when Peter Hentze became the local vicar there (his sister came along later). The only 'problem' though, is that it's all in Faroese, and I don't know if you understand/speak it. I have that issue here at my house though.
Johan Petur Dam