Your Baldr is much more fierce and tough than my cute boy in WIP, you just reminded me I should finish him. And I wondered if Baldr would have a beard or not, but I guess you had directions from the company here, not considered myths and Viking's culture?
Er of course I considered VIking myths and cultures. Baldr is often depicted without a beard as an archetypical dying and rising young son figure, and equally often depicted with one as is natural for him part of his culture. For a modern, young audience his character is IMHO better carried by a beardless sun hero kinda feller.
For example here, where he has far less beard than the other figures: [link] - certainly within his cultural context that's hardly a beard at all.
We also have the more neo-classical interpretations that have him beardless: [link]
So really its a matter of weighing up the contexts of myth, culture, and the resonances you want to convey to the given audience and coming to a particular conclusion.