In fairness, the Mormon proportion of the Republican electorate could be up to double what is it in the total population, and even higher in a caucus if they're highly motivated, but that still doesn't account for much overall in Colorado.
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I don't care what your map says, I live in Jefferson County and we have a considerable mormon population. All our counties lean a lot more to the 10% than the .1%
Colorado as a whole is only 2% Mormon:
http://religions.pewforum.org/mapsThey might very well seem more numerous because they're very vocal about their faith, or you might just happen to live near a large congregation.