HQ Gryphonskin Ring comes with 9 Str/9 Dex/12 Acc/9 SS, and you can meld up to an additional 10 Vit, 12 Parry and 9 Crit Rate via materia. (Crit IV x1, Vit IV x1, Parry III x2 and Vit III x1). Compared to a Rosegold Ring, you'd be able to get an extra +2 Dex and +9 SS.
HQ Rosegold Ring comes with 12 Acc, 10 Vit and 9 Parry, and you can meld up to an additional 9 Str, 7 Dex, 3 Parry and 9 Crit Rate via materia. (Crit IV x1, Dex IV x1, Str IV x1, Str II x1, Parry II x1). Compared to a Gryphonskin Ring, you'd probably lose a good bit less money on melding-related materia breakages since two of the ones required are only Tier 2.
Is it worth it? Well it pretty much depends on your playstyle and the content you are running. Taking Two Gryphonskin Rings instead of an Allagan/Heroes Ring combo would mean you'd lose 10 Vitality and 3 Parry, but gain 18 Str, 18 Dex, 8 Acc, 18 Crit and 7 SS. Which pretty much translates to trading 150 HP for slightly higher damage and aggro control. Personally, I'd consider that tradeoff to be worth it for a Warrior (where the amount of self-healing they can do relies directly on their damage output) but probably not for a Paladin (since their damage output really doesn't matter as long as they can hold hate reliably) unless you are already "too survivable" for whatever content you're doing.
(Taking this theorycrafting to extremes: the HQ Gryphonskin Wristbands and Rosegold Ear Screws can both hit 9str/9dex/12acc/6det/10vit/12parry/9crit, and the HQ Gryphonskin Choker can hit 9str/9dex/9acc/8det/10vit/12parry/9crit. Combined with the aforementioned HQ Gryphonskin Rings, the total gain compared to Allagan Gear would be: 45 Str, 45 Dex, -25 Vit, -10 Parry, 3 Acc, 45 Crit, 18 Det, 7 SS. Technically a tank could throw all of their 30 distributable points into VIT and load up on ilevel 70 Gryphonskin accessories, and come away with more VIT and STR - not to mention Dex, Det, SS, Crit and/or Acc - than a tank who threw all of their distributable points into STR and loaded up on ilevel 90 +Mitigation Heroes/Allagan accessories)
TL;DR: If you want to go for +VIT ALL THE WAY - Gryphonskins are not BIS for you so stick with Allagan/Heroes gear. However if you want to go for extra +STR (even if it's just a little bit) then go for some Gryphonskins if you can afford them because they will give you much better return than redistributing your stat points from VIT into STR. Gryphonskins are always going to be better than Rosegolds for min/maxxing.