Honestly, I don't remember ever seeing a female Goron. I think they may be an all-male race and reproduce asexually by budding, as Xinn said. Now, the reproduction theory I'm not too sure on, but the all-male theory I can support with a few little details.
Starting with Ocarina of Time, we get a glimpse of the male Gorons. We've got the all-important Patriarch of the tribe, Darunia, who we know is male. Fast forward to Majora's Mask, and we meet Darmani, the great hero of the Gorons, who was also male. Lastly, in Twilight Princess, we see the four Goron elders and the Goron Patriarch, Darbus. The elders are certainly all male, and so is the Patriarch. "Patriarch" means "father of the house" when translated to its roots. "Matriarch" is the term for a female leader. Seeing as they are call Patriarchs, I feel it's safe to say the leaders, at the very least, are male.
Also, backing up to Ocarina of Time. I seem to recall a few times in which Darunia called Link, "Brother." I also remember in TP, almost every Goron called Link, "Brother." Whether this is simply because Link is male, or whether it is their customs to regard all people that way, is what I'm unsure of. I have a hard time imagining them calling a female, human or otherwise, "Brother," but it may be possible.
