I believe one of the planned features is to allow the shipping of gold bars as part of a fixed trade route : there was mention made of allowing you to set a price which would determine if you buy any gold bars on offer or the 'standard' produce in a port, likewise for selling/storing on arrival if importing GB's.
until then, its the unwieldy click-fest of manual transfers...
edit : you can send them on a fleet which already has a trade route set ; then set it store into warehouse at destination port, so that part can be automated ; but loading them is still manual which requires the fleet to be paused at the sending port.