I do not have a colorado yet, but I did footwell lights in my 06 Pontiac Solstice and found a way to splice the ground wire into a certain wire in the BCM, which makes the interior lights fade out after you get out. When wired into this circuit, they fade out with the rest of the interior lights. Also found out if I put a switched ground into the circuit, I could turn on all the interior lights and have them stay on until I turned off the switch.
Maybe someone can confirm that the interior lights on the Colorado work the same way.
Found my old video.