  The properties of a massive star prior to its final explosion are imprinted
in the circumstellar medium (CSM) created by its wind and termination shock. We
perform a detailed, comprehensive calculation of the time-variable and
angle-dependent transmission spectra of an average-luminosity Gamma-Ray Burst
(GRB) which explodes in the CSM structure produced by the collapse of a 20
Msun, rapidly rotating, Z=0.001 progenitor star. We study both the case in
which metals are initially in the gaseous phase, as well as the situation in
which they are heavily depleted into dust. We find that high-velocity lines
from low-ionization states of silicon, carbon, and iron are initially present
in the spectrum only if the metals are heavily depleted into dust prior to the
GRB explosion. However, such lines disappear on timescales of a fraction of a
second for a burst observed on-axis, and of a few seconds for a burst seen at
high-latitude, making their observation virtually impossible. Rest-frame lines
produced in the termination shock are instead clearly visible in all
conditions. We conclude that time-resolved, early-time spectroscopy is not a
promising way in which the properties of the GRB progenitor wind can be
routinely studied. Previous detections of high velocity features in GRB UV
spectra must have been due either due to a superposition of a physically
unrelated absorber or to a progenitor star with very unusual properties.
