If an opponent takes control of Wurmcoil Engine with a card like Zealous Conscripts and then sacrifices the Wurmcoil to Greater Gargadon who gets the two token creatures that enter the battlefield when the Wurmcoil Engine dies?
They do. They controlled the creature when it died, so they control the trigger and get the tokens.
Level 1 Judge as of 09/26/2013
Zammm = Batman
"Ability words are flavor text for Melvins." -- Fallingman