Does every golden lock have a key in Grimrock 2 or should I save them for the future?
Solution 1:
There are 11 gold keys (assuming you hit all the secrets) and 17 gold locks. As such, you will have to skip at least 6 gold-locked treasures.
(tl;dr you should probably skip 2, 4, 6, 16, 17 and one of the 1/5/11/12/14 bunch, depending on your gaming style and party composition)
The exact list is:
Shipwreck Beach: Backbiter, Potion of Strength. Not only you can get this extremely early (1st game area), but also a) Potion of Strength is definitely worth it, and b) Backbiter works too well for a dual-wielding Dex Light Rogue to be worth skipping IMO (it takes about 1/2 of the game to get a better replacement for both hands). 9/10 if you have Dex Light Rogue, 3/10 otherwise
Forgotten River: Nectarbranch Wand. Even for dual-wielding Battle Mage (two orbs/staves) it completely sucks, and you'll get better gear in no time. 1/10
River Tunnels (Conjurer's Cache): Archmage's Mantle, Orb of Radiance. Both items can be useful in early-mid game, although both are average at best in terms of raw power. 6/10
River Tunnels (Paladin's Cache): Fireblade, Heavy Shield. Early shields don't matter much in LoG2, and Fireblade gets rusty very quick. 3/10
River Tunnels (Snake Charmer's Cache): Rope, Serpent Bracer. Serpent Bracer is a great utility bracer vs poison, Rope is a nice utility item (and you won't get the other available Rope until almost endgame). 7/10
River Tunnels (Thief's Cache): Crookhorn Longbow, Broadhead Arrow (4), Lock Picks (2). Crookhorn Longbow is a great missle weapon, and Lock Picks are always nice; as such, 9/10 if you have a Dex Missile fighter, 3/10 otherwise.
Flooded Dungeon (Floral Vault): Leafbond Bracelet, Shaman's Cloak, Crystal Flower. Two first items are nice by themselves, the 3rd is essentially a stat potion. 8/10
Flooded Dungeon (Glass Vault): Silver Mirror Pendant, Potion of Dexterity. SMP alone makes it worth it; 10/10
Flooded Dungeon (Golden Vault): Acolyte Staff. You'll probably get caster gear of similar quality early (e.g. from Conjurer's Cache above), and the itemized Dispel alone is not very versatile IMVHO (you can use Ethereal Blade or regular Dispel instead). 4/10
Flooded Dungeon (Steel Vault): Cutlass, Frost Bomb (3), Shield of the Elements. Shield of the Elements is arguably the best standalone shield in the game, and Cutlass is great also. 10/10
Cemetery: Boneblade. Good STR-based Light Weapon with accuracy and Leech. If you have a Str Light fighter, 8/10; 3/10 otherwise
Ruins of Desarune: Ax. While one of the best Heavy Weapons in game (e.g. better than the Great Axe in terms of DPS), it's still weaker than Scythe, Bane, Meteor et al. If you're going to Desarune early in the game and have a Str Heavy Fighter, 8/10; 3/10 otherwise.
Wormbound Catacombs: Meteor Greaves. One of the best set Heavy Armors in game; 9/10 if you have a Heavy Armor-capable fighter in party, 10/10 if you have two (or want to have the entire set completed), 4/10 otherwise.
Hamlet of Stormbreach: Rogue Boots. Sub-par in the endgame, but still nice to have for a non-armor Rogue. 5/10
Sewers: Crystal Shield. A great set shield. 9/10, or 10/10 if you want to have the entire set.
Crystal Mines (Room): Cannon Ball (10). Firearms suck mostly, and ammo is single-use only. 1/10
Crystal Mines (Pedestal): Repeater. Weak even for a firearm. 1/10
Solution 2:
There are less keys than doors, but it's not necessarily better to save them till later. I'd recommend quicksaving, opening the door, and checking out the loot. If you think it's really worth having, then keep it. If not, reload. A lot of the loot is good but might not fit with your strategy.