You can think of these as a currency, which you spend a certain amount of to open a Golden Gobbo Door. For example, you could use golden gobbos collected in Sailor to get into Inca Jigsaw
You can grab one while DAing, which respawns you at your last Save Gong instead of warping you out (2026-05-28, Turbomošt). There are only two rooms where the Golden Gobbo is close enough to a hazard to do it: