I personally would go physically defensive just to capitalize on what Cofagrigus can do. With full investment, that thing will hit 427 defense, which is RIDICULOUS. If it's for a Trick Room team, be sure it has 0 speed IV's just to make sure it outslows other Cofagrigus that don't have the lack of investment. I would recommend you a relaxed nature with an EV spread of 252 HP 252 Defense and 4 Special Defense!