Don't want to put myself as a yardstick for how well these people are known in the English-speaking world, but will do so anyway. I'd never heard of Ingemar Stenmark, but winter sports are not big in the Anglosphere. I only know Tycho Brahe as an early astronomer, but most people will never have heard of him. Mention of Bridget of Sweden is likely to get vacant looks from anyone who isn't a religious scholar. Raoul Wallenberg might be somewhat known thanks to constant Holocaust 'education', though I would venture Count Folke Bernadotte would be better known due to his post-war UN activities. On the subject of the UN, I remember my mum always used to mention Dag Hammarskjold, due to the dramatic and controversial circumstances of his death.
Probably the most important Swede in the history of Australia and New Zealand is Daniel Solander, though he is sadly not even well-known here. He was a botanist on the HMS Endeavour that 'discovered' New Zealand and Australia; he together with the much more famous Joseph Banks first recorded and classified much of the flora and fauna of Australasia.
https://en.wikipedia.org/wiki/Daniel_Solander