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It's already mentioned in the FAQs that Golden Goose spawns in VS. Mode Ruldo Forest when you have Capture turned on. What's not mentioned is that all of the other stages have a spawn as well. MooseEatsBear and I tested this and found these out:
Ruldo - Golden Goose Sarvan - March Hare Krasheen - Pazuzu Sacred Battle Arena - DEMON SWORDSMAN Sharacia - Necromancer! (why not Jack-o-Lanturn!?!?!)
In all cases, the monster spawns at the beginning of the level. Moose did 100 runs in a couple stages and found that the spawn chance is about 8%.