Before selling it I'd follow the instructions here to fully wipe the machine and install a clean copy of OS X.
http://osxdaily.com/2014/12/14/reinstall-os-x-mac-internet-recovery/. When doing that make sure you go into disk utility and remove any Windows disk partitions by repartitioning the disk to a single partition. This will remove all your data including the Windows install and set up a fresh copy of OS X for the next owner.
You don't explicitly need to remove the product key, wiping the machine will prevent the next owner from using the Windows install leaving you free to use the key elsewhere. Worst case if you move the key around too much is that it will no longer activate online and instead you'll have to activate using the automated phone system although I have never had this fail even on copies I've reinstalled dozens of times.
Sell it without the HDD...or remove yours and put a blank one in...
I've sold many 2nd hand PC's thru the years...that's how i do it.
Those rMBPs use very high end mSATA or M.2 PCIe SSDs - They are very expensive to replace, selling a machine without one will knock a huge amount off of a still pretty valuable system.