Should I work somewhere like exp or keller williams given that these brokerages don't specialize in property management?

I'd suggest looking for an expierienced mortgage brokerage to work with.

I am a full-time investor and the owner/founder of Auben Realty, the southeast's first vertically-integrated full-service, investment brokerage. 

Did you go with a small brokerage, big box, or cloud?

I use them for all my STR and MTR policies. comments above are correct tell the insurance broker/agency EXACTY what you are doing and they can give you the best policy 

I also have $58k invested in individual brokerage accounts and $22k in my Roth IRA.

Ask how much the training costs.Since you are here on BP, I always venture to say there are more investor agents at Keller Williams than any other brokerage. 

There is nothing rigged about the system as :Listing Agent or anyone in the brokerage or their families may not purchase HUD homesHUD makes the property available to Owner Occupants first before investorsAll bids are placed online and do not go through the listing agentListing Agent has no idea of the number of bids or the amount of the bid until one is acceptedCash or financed does not matter at all. 

I'd appreciate any advice from others who have done this, any smaller brokerages in the Denver area that would be willing to speak with me, or any general thoughts on this avenue.

@Lee GierszewskiYou make some good points.You know I called every brokerage in town a couple of weeks ago to figure out how local investors are getting together and networking.