"Can females train in gong fu?"

Yes, of course. But I don't recommend shaving your head. It may keep the bugs out of your scalp, but it won't do much for your social life. (It hasn't done much for mine....)

Females actually do quite well training in gong fu, due to their increase hip flexibility. Problem is, it takes a bit of "constitution" to not only put up with the every day aspects of living in China, but, the living conditions as well. So, you won't find many females training in Shaolin, though, they are more than welcome to do so.