And how does he & Colson feel about state laws that allow, for instance, medicinal marijuana? Or a state law that would allow gay marriage?
In his dissent, Scalia took the SCOTUS to task mainly for its impatience. He pointed out that societal mores change over time and vary from place to place, so these matters should be left to evolve on their own. It seems to me that Scalia hates the idea of gay marriage, but what he clearly hates more is that the SCOTUS has clumsily misused it's power to allow one thing that most Americans think is OK (not having sodomy laws) but opening the door to practices that only a very few Americans would support. All of this was done using a right that is not explicitly spelled out in the Constitution in a manner that shifts the entire way that the law views behavior. Bad, bad news.
As for how Colson would feel about a state gay marriage or medical marijuana law, I'm sure he'd hate them. The difference is, unlike the six Justice majority on the SCOTUS, Colson doesn't have the power to impose his moral judgement on 12 states when he feels like it, or to make up new Constitutional rights.
There could not possibly be any such "question" for Scalia, if he believes his own rhetoric in the Lawrence dissent. The plain language of the Constitution (the Tenth Amendment combined with the absence of explicit Constitutional authorization for such a federal law) makes it perfectly clear that the state law is the "controlling legal authority".