You are no longer a resident of CA. You and your dad would be breaking the law all so you can save $20 and some time by not using a Colorado transfer dealer.
The ship to yourself thing is commonly used when you are traveling, but otherwise, no. You admitted that you transferred it to your dad as a gift and now you want him to transfer it back to you - not as a transaction between current CA residents, but as a transaction between residents of a different state that just happen to be related.
The law says that the sender has to declare the package as a firearm to the carrier and that it can contain no outside markings to indicate that it contains a firearm. Most carriers will ask if the recipient or sender is a FFL or if the shipment falls into one of the narrowly defined exceptions to the GCA. Right there, you've put your dad in a spot. If he declares it, then the carrier may ask about the FFL thing and given the exception you're using, why aren't you there to fill out the shipping documents? Note that he can't just drop it off at the local UPS/FedEx Kinkos store. The policy of both carriers requires that it be sent from one of their counter locations or picked up by one of their employees.
You're putting him in a bad situation of violating the GCA and technically committing mail fraud by making false statements to the carrier.
Can you get away with this? Almost certainly. But you asked if it was legal.
