From what I read, Cripple Creek is well versed in the legality, and statute-authorized restrictions, of OC. They even have a city ordinance requiring certain size and wording of "no OC" signs. I have not OC'd there at all, so I can't speak to how LE would react.
The only things I know of is that Double Eagle is posted no firearms and the Heritage Center is posted as no OC. I'm sure most, if not all, casinos will have policies against OC even if they are not posted. The DE and the Heritage Center are the only ones that I have personally seen. The Midnight Rose may be posted as well, but I cannot remember.
I'm usually riding thru Cripple Creek on my motorcycle, not stopping to gamble or drink except on rare occasions, so I don't notice which buildings may or may not be posted.
ETA: I read the linked article AFTER I posted...maybe LE does in fact over-react....