© 2018 EPLA. Colloidal heat engines extract power out of a fluctuating bath by manipulating a confined tracer. Considering a self-propelled tracer surrounded by a bath of passive colloids, we optimize the engine performances based on the maximum available power. Our approach relies on an adiabatic mean-field treatment of the bath particles which reduces the many-body description into an effective tracer dynamics. It leads us to reveal that, when operated at constant activity, an engine can only produce less maximum power than its passive counterpart. In contrast, the output power of an isothermal engine, operating with cyclic variations of the self-propulsion without any passive equivalent, exhibits an optimum in terms of confinement and activity. Direct numerical simulations of the microscopic dynamics support the validity of these results even beyond the mean-field regime, with potential relevance to the design of experimental engines.