Well my climate is about opposite of yours, GoCart, as I live in Seattle. But I do grow Kniphofias and have made some observations that may help.
I garden on a slope in clayey soil. This means I have problems with things like Kniphofias, but I have some very successful ones.
They are seriously drought-resistant, but only once established. My 'Mango Popsicle' required summer watering for about 3-4 years, it would obviously wilt when thirsty, and has grown quite slowly. Now however it is quite tough in a horrid spot, blooms for many months, tolerates gross neglect here in the summer, where this last year we had about one inch of rain in four months...
I have to plant them fairly early in the year, so they can be well established by winter. Fall planting did not seem to work here.
I read somewhere to NOT cut them back until they are growing strongly in the spring. I believe here that is true. I son't know about Colorado. "They" said if cut back the hollow stems collected water, which freezes or rots. I don't know if this is true but I do better now that I don't cut them back.
My most vigorous plants are "Flamenco". I bought a bunch off a sale rack. This is a seed-grown mix (Ball Seed sells it) and this means the colors and plants are a bit variable, But all are vigorous, hardy, and pretty! You might try them. 'Mango Popsicle' is special because of the really long bloom time, but is less vigorous.