I am agree that Insulin be used as Golgi apparatus marker. But you can also use the specific marker as: UDP-Gal, Acétylglucosamine galactosyltransferase.
I agree with Tausif Sir that you need to label Golgi apparatus with another specific marker especially when you want to prove that insulin is within Golgi apparatus. As insulin might also be present in secretory vesicles, to differentiate between the two another labeling is a must.
At any given point in a normal beta cell, most insulin is going to be present in secretory granules. Only a small portion of insulin will be in Golgi apparatus which, depending on the threshold of detection method, may or may not be visible.