I was just reviewing the combat rules and I never noticed it before but there is no exception for the coup de grace, which seems unusual to me and I know my players would revolt if they were unable to slay prone or helpless opponents. Specifically the rules say +1d for attacking "sleeping" or "helpless" characters, which implies that a character would roll a d24 instead of a d20.
Is there a reason for this ruling?
It seems to me that if you still want to make the fumble of a natural "1" an interesting result in such a situation you wouldn't have an attack roll at all for a coup de grace, instead you'd have a "don't get a fumble" roll. Which is actually something I do on occasion when somebody wants to do something incredibly easy but I see a way it could fail, I hand them a d20 and say "Don't roll a 1."
This is where the "let the rules bend to you, not the other way around" phrase comes to play in my mind. If your group liked coup de grace and you know they would be disappointed, then play it the way you want. Let them roll a d20 and hope they don't get a 1. Assign damage as you see fit. No need for player revolt, fill in this area with a solution that fits your group. Sounds like you have a great one!