I'm confused how you're handling initiative exactly.
Typically initiative is rolled when an encounter occurs, simply adding additional creatures at the bottom of the initiative order can sometimes be a useful crutch in large complicated combats where people are moving quickly and encountering new creatures but should be avoided if possible.
As mentioned initiative and surprise are game mechanics with lots of rules interactions, by not telling players if they were in a surprise round you are essentially handwaving those rules and potentially denying some characters class benefits.
It is fine if you want to track initiative closely in a dungeon, although I thrink it will make the exploration needlessly slow, but when a fight occurs I strongly recommended you have everyone reroll initiative, this represents their reaction to new and important information.
The golem's strategy was pretty bad, as soon as it saw an opponent it should of taken advantage of it's surprise round and moved up to the rogue. After the stealth and perception check you should of declared initiative, had everyone roll, announced the golem noticed them first and gave it it's surprise round, then go on to the first full round etc.
Even if the golem's plan was to 'wait' and pretend not to notice, you should still declare initiative, have the golem ether delay(not smart) or ready an action (5ft step and attack anyone who approaches within it's reach +5ft), you don't have to announce that, just tell the players they are flatfooted and surprised (the rogue turns the corner and seems a golem, surprise!) they are all flat footed but the golem seemingly does nothing, perhaps it hasn't even noticed them yet! they don't get to act unless they have a class ability or spell, then begin top of the first full round and handle initiative normally except someone tries to approach the golem and it's readied action goes off.
The entire dungeon being in initiative means they can explore it round by round in initiative order using full or standard actions to interact with the dungeon. This is pretty common from what I understand. I like it because it ensures that players obey the rules of the game and enforces more tactical thinking about dungeon exploration. I hate hand-waving, "battle's over okay we all regroup and heal up there's my channel positive okay done." In other words, by putting them in initiative throughout the whole of the dungeon and forcing move/standard/full actions on a round by round basis, it ensures their spell duration and ranges are always in full effect. It also removes the need for guessing where the PCs are when they enter an encounter and all the other stuff that needs to be fudged when you skip the hallways connecting the rooms of a dungeon.
Forcing the entire RP to be in initiative order causes a lot of needless bookkeeping. That hand-waving you dislike actually is much better for the "fun" aspect of RP. Does it matter what the marching order is between encounters? No. Does it matter what order characters try to break down the door if nothing is going to react to it? No.
Having to think tactical when moving about the halls would be very boring for most, and mind-numbing to any if it goes on for too long. Imagine having to call out "I move 20' forward", followed by three repeats [only 20' cause there is a dwarf in the mix] twenty times as you go down the long twisty hallway. It would drive most players nuts. What you do instead is have a defined marching order at 1x4 and at 2x2 [or 1x* and 2x* if you have more players]. Then you cruise down the hallway until the encounter/door/whatever. Then you say: "You are in standard marching order when you reach this point. What do you do?"
Unless you are on some clock that is very fine grained, you don't need to stay in initiative between encounters. However, if a fight is not over, but the party doesn't see an enemy to attack, you still stay in initiative. Basically, leaving initiative signals the end of a fight.
My opinion on what might have worked?
1) Thief peeks and is seen.
2) Describe scene.
3) Party declares movement.
4) Call "roll initiative"
5) As the first player moves in, declare "no surprise round"
6) Player asks what? Repeat "no surprise round"
7) Play as normal.
Note, since both parties are aware of each other, and are closing, there is no surprise round. That is reserved for when one party is unaware of the other, or one party attacks the other when the other is not ready to withstand attacks. [I.e. two thugs have blades out and decide to close on each other is not surprise. Someone stabbing a "friend" in the back does get a surprise round.]
/cevah