I would say gut-loading works fine.. Even though Goldfish pass waste fairly fast, atleast the nutrition is still inside them right after gut-loading, and the waste is being released. I would also reccomend cyclop-eeze, as it is very nutritional. I often gut-load guppies and ghost shrimp with it.. I will starve them for a week or so, then when I feed the tank, they usually will eat until near explosion..
Also, get some VitaChem, Zoe or mineral supplements.. get yourself a syringe.. You would be amazed at how 'plump' you can get a goldfish with liquid supplements before it explodes! Mmmm Pbass says "I like gushers!"