I bet you'd lose some shifting precision if you throw your old 36T cassette back on. Anyway, it may be worth a try.

What the Goat Link will do is widen the gap between the derailleur and the cassette to get around those large sprockets.

But, that means that the gap will also be wide around the small sprockets, and more chain flex causing imprecise shifting.

On the other hand, using a derailleur made for the 11-42 cassette should shift better.

Ok, I see the problem, apparently none of the derailleurs are actually rated for 11-42 10s. I'm seeing notes of using the M8000, but nothing seems to indicate how they're dealing with the shift ratio. Some people seem to indicate a longer B-Screw and no goat link for certain derailleurs.