With the remapping feature in the Kinesis Advantage keyboards you can't do it 100% for Colemak. You can move the main keys and their shifted variant, but the Option/Alt layers might be different.
With the Advantage's firmware remapping you not only move the lower case character itself, but all of its key's layers too: the Shift layer of course, and also the Option/Alt layer etc. With Colemak those layers are often different than with QWERTY.
Here's a comparison between the Apple Colemak and the original Colemak. The Apple Colemak did move all QWERTY keys into Colemak positions including
the Option/Alt layer, and for this reason it's different than the original Colemak. The same thing would happen if one used the firmware remapping feature instead.Apple Colemak
So, firmware remapping to Colemak with a Kinesis Advantage can work if you don't use the Option/Alt layer much. I do use it for the occasional character with umlaut, like äöü.