Both Guardado and benitez have strangleholds on their teams' closers spots, and both have looked good. I'd decide this based not on the closers, but on the other two players. Mondesi's average has been ugly, but the rest of his stats are solid. Colon has pitched very well so far - much better than I had expected. However, he complained about discomfort in his elbow a couple days ago, which should set off all kinds of warning sirens. I'd rather have Colon if he's healthy, but hearing him compare the feeling he's had with bone chips that troubled him several years ago isn't at all reassuring.
If I had to choose one of these sides right now, I'd play safe and pick the side with Mondesi. (Keep in mind that I'm not the greatest Colon supporter, though, so this opinion might be slanted.)
By the way, if this is a keeper league or you're playing with friends, I'd make sure the other side knows about Colon's statements, both in the interest of fair play and your reputation as a trader.