Are you able to check Orbitz.com or Expedia.com from where you are in Europe? If so, go to one of those sites, and see what you can get.

Off the top of my head, I'd start with CO from AMS to DEN and maybe a side trip on UA between DEN and ASE. If that's too pricey, try AMS-EWR on CO metal, then EWR-ASE as a CO/NW codeshare. It would most likely be EWR/MSP (on CO) and MSP/ASE on a NWA Regional Jet. That way you should get a through-fare, keeping the cost down.

One other option is to fly NW/KL all the way and as long as all your flights (even in on KLM) you still earn CO miles that apply toward Elite status.

Good luck and let us know what you find out!