If I stole a Ferrous Forerunner with Conscription and it dies in my control, who creates the two Mech tokens? Me or the opponent?

You create the two Mech tokens.

According to RiftJudge FAQ #7113 and FAQ #4623, when you take control of a unit with a Deathknell ability (like Ferrous Forerunner) and it dies while under your control, you are the controller of the Deathknell trigger. Deathknell triggers capture information about the unit at the moment it is killed, including its current controller. Therefore, you control the triggered ability and receive the two Mech tokens.