It still works. Depending on how long you've been away or the last time you used a golem, they now take 1 point of damage even if you have a 100% poison weapon. That is unless you have golem that was made before they made the change. They may have changed the commands to keep the golem from attacking you. In the past saying "all guard me" three times worked, but it seemed like I had to say "all stop" the last time I used one.
Depending on what you are training, there are faster ways of gaining skill than just by hitting a golem. Some of the ML monsters give good gains, and are low to moderate risk if you have a good suit and the right weapon.