The missed approach gradient is usually limiting with one engine inoperative, so before making the approach you should calculate, that if engine fails during approach and you initiate the go-around at DA/MDA, you will be able to maintain at least 5.0% (in this case).
If you have to go-around below DA/MDA, then it is a bit of a grey area. Generally, you would only do this with all engines operating, but if an engine fails durugin go-around from below DA/MDA, then it would be sensible to follow the EOSID (engine-out SID) for that runway or any other routing, that would clear you of obstacles.