I find this article about them from a decade ago: https://abcnews.go.com/Lifestyle/gold-rolling-papers-attract-smokers-money-burn/story?id=20389167

Even the manufacturers don't entirely know if there's negative effect of inhaling gold - they only cite one study in that article from 2011 and it seems there's otherwise next to no safety research done on it (not really surprising given I'm not sure there's a long history of people smoking gold). According to the company the gold stays on the ash 🤷🏻‍♀️