Another alternative is for these Colorado counties to become part of a neighboring state. No federal permission required, only a shifting of state boundaries and permission of the nearby state to join them.
New States may be admitted by the Congress into this Union; but no new States shall be formed or erected within the Jurisdiction of any other State; nor any State be formed by the Junction of two or more States, or parts of States, without the Consent of the Legislatures of the States concerned as well as of the Congress. (IV.iii.)
There is no "new" in the bolded part. So if those counties joined Wyoming, Wyoming would have been formed by the junction of two or more states or parts of states. Thus, it would require consent of Congress, the legislature of Colorado and the legislature of Wyoming.
Another alternative is for these Colorado counties to become part of a neighboring state. No federal permission required, only a shifting of state boundaries and permission of the nearby state to join them.