Clay soil can be problematic in Colorado. Sometimes it takes several years to fully amend the soil. You are on the right track by applying compost. It doesn't have to be dug deeply into the soil to be effective. Even scratching it into the top couple of inches can be effective over the long run.
Here is a link to an extensive fact sheet prepared by Colorado State University on Soil Amendments that should be helpful for you:
Good luck and keep up the good work!