Aground

For me, I found the rock golem(s) when I was mining in the rock layer on the first island. At that depth you are going to be walking around with a lantern or torch so the golem will do a lot more damage. They will follow you all the way back to the top layer if you move slow enough for them to keep up. My advice is to lead them to the upper dirt layer where you can see without a light source and then equip your shield. Hold up your shield with Y button I believe, and immediately after they attack you, you can then hit them and then pull up your shield again. If you follow this pattern, then you will take little to no damage and kill them off. If you get them down low enough, they might flee, at that point you can chase them down and destroy them.

Hope this helps you, if you think I can do better leave me a comment and I'll update the guide.

Thanks