Colfenor's last ability can't target the creature card whose death caused the ability to trigger, but if two or more creatures die at the same time, each can be the target of the ability caused by one of the others.

Use the toughness of the dying creature as it last existed on the battlefield and the toughness of the creature cards in your graveyard to determine which of those cards are legal targets.

If Colfenor dies at the same time as another creature you control, its last ability triggers for each of them.