In terms of Salmonid lore, Goldies are confirmed to be female (in the Dutch version of the game), which makes sense considering they are the only Salmonids without a weapon/vehicle of some sort that drop Golden Eggs (which by the way, are eggs that Salmonids refuse to use in trade). Also, only one of every 10,000 Salmonid is a Goldie.
Headcannon: Many male Salmonids mate with Goldies, and the reason why each Goldie drops a variable amount of Golden Eggs rather than the usual 3 is because it depends on how many of her eggs were fertilized by the males. This also explains why the other boss Salmonids always drop 3 eggs no matter what (Grillers always drop 5, while the Chinooks from the Mothership will always drop 1), it's because they are simply carrying them, not actually laying the eggs, the Goldie is the one that lays the Golden Eggs. Yes, there are female Salmonids that are not Goldies, but they look nearly identical to the males, hence why Goldies are more attractive to the males.