That was my thought too. Mantis egg sacks always look like someone spit a big snot-ball and it dried up to me. They are actually kind of delicate. Lots of air spaces inside for insulation.
That looks more like a wasp to me...though I don't usually see them on branches.
Asian mud daubers have been discovered in Colorado — and maybe your garden — but these hunter wasps are more into spiders than you.
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