VIT/STR is what I go for. Sure a Gld isn't a DPS but the more damage you put out the better hate you hold. Been playing Gld for a long time and DEX doesn't do much for block rates and MND doesn't really help with heals at all. If you want better self cures it's better to go for Healing Magic since it's more potent. Personally I choose MND over healing magic for head slot materia though for the slight increase in DPS so I can hold hate better, not act like a DD. VIT is also much more important for the damage reduction than the tiny HP boost and is a main focus over any other stat for any Gld.

But this is just my personal advice and you should make your Gld fit your own personal taste. My LS knows me very well for being an excellent tank though, so you can trust me that the advice is accurate.