We are going to visit Bornholm by car (in the beginning of March), but I couldn't find any direct ferries to that island from Germany or Poland (I'm going there from the Czech Repulic).
It is possible to get there all the year round by ferry. In the beginning of March there are no ferries from Germany or Poland. However there are daily ferries from Køge, Sjælland, some 40 kilometers south of Copenhagen, or from Ystad in Southern Sweden, some 90 kilometers east from Copenhagen.
For schedules and boooking: http://www.faergen.com