“Will the jury deciding the penalty get to hear this?”
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Probably not.
Actually, they might. But only the defendant or his lawyers can raise the issue, as a character testimonial. Defendant's counsel could certainly tell the jury "he prays five times a day."
Whether or not the jurors in Colorado would be permitted to consider it as anything other than a purely positive character issue having nothing to do with a specific religion per se is highly unlikely.
Don't know about the wording of CO law, but it is expressly forbidden in Federal death penalty cases under the US Code https://www.law.cornell.edu/uscode/text/18/3593
In particular:
(f) Special Precaution To Ensure Against Discrimination.— In a hearing held before a jury, the court, prior to the return of a finding under subsection (e), shall instruct the jury that, in considering whether a sentence of death is justified, it shall not consider the race, color, religious beliefs, national origin, or sex of the defendant or of any victim and that the jury is not to recommend a sentence of death unless it has concluded that it would recommend a sentence of death for the crime in question no matter what the race, color, religious beliefs, national origin, or sex of the defendant or of any victim may be. The jury, upon return of a finding under subsection (e), shall also return to the court a certificate, signed by each juror, that consideration of the race, color, religious beliefs, national origin, or sex of the defendant or any victim was not involved in reaching his or her individual decision and that the individual juror would have made the same recommendation regarding a sentence for the crime in question no matter what the race, color, religious beliefs, national origin, or sex of the defendant or any victim may be.