I had the exact same issue you have, updated address at DMV but they didn't give me a new physical copy, and Tom and Joe's, Gunsmoke, SW, Green Mountain Guns, and the defunct Gunworks of Colorado have all been perfectly OK. One of them wanted me to bring them something with the current address (vehicle registration worked just fine, as it happened) but none of them got stupid about dreaming up new rules.
Any word on whether Cabelas is this kind of stupid? (Or the opening date?)