Rob,
There's a lot cool ways coming back from Moab. You don't have to come back through Colorado, but if your heart is set on it, I do understand. If you want to come come back through Four Corners and Northern New Mexico, that's pretty country up there too.
Last option is go through Colorado and keep your foot easy on the pedal. You won't get stopped if you don't give them a reason to stop you.
Peace.
Tom
012009