Have no personal experience with Golden Rods but I hear they work fine if used as directed with ventilation.
Don't like DampRid or any other similar CaChloride product. I find it leaves a slight sticky film around the container. Don't forget it's a salt and potentially highly corrosive if you get even a tiny splash on your guns.
My solution is large quantities of silica gel. Cat gel is silica and really cheap, just be aware that the blue crystals in the cat product are fake, not indicating.
Mix a bit of the real indicating crystals into the cat crystals so you get an idea when to reactivate. The trick with this is to do the opposite to the GoldenRod. Seal the safe and prevent constant ingress of more moisture.
I use commercial safes rather than gun safes and the seal is already very good but the latter are fairly easy to seal with various rubber self adhesive weather strips.
Don't get too obsessive about the last bit of moisture. You don't want to actually dry it down that much that wood shrinks.
An alternative to all of this for guns that aren't going to be used alot is to seal individual guns in plastic or mylar bags with a couple of small dessicant bags.