Highly recommended
Experience is the best teacher and there can be no substitute for making a mountain departure with a density altitude of more than 8000 feet into rising terrain with occasional downsloping winds.
Nothing will simulate your sensation of increased groundspeed (higher TAS) while your airspeed indicator sluggishly hangs around the bottom of the white arc.
I don't know the Colorado area but I'm sure (almost positive) that you can find a good course in Colorado Springs or Boulder. You may want to avoid Denver but who knows?
There are many good books on mountain flying. That may get you started in the right direction and give you an idea of what to expect.
As a minimum your course should include:
--Density Altitude
--Mountain waves/turbulence/windshear
--Flying down valleys
--Crossing ridges
--Emergency 180s (min radius, 1.3Vs, app flaps, steep turn)
--Pilotage
--Takeoff and Landing performance.
It's not rocket science but you should definitely do these things with an experienced instructor.
Good luck.