Hi Damien,
To be honest, all the fonts that are loaded from your server are always GDPR compliant. Of course, if we are talking about webmasters in Germany/Austria where the interpretation of this privacy law is very strict.
It means that CSS method to load custom font (.woff / .woff2) can be used anytime.
And yes, we planned to improve adding custom Fonts in upcoming updates.
Big Thanks for info about Bunny Fonts from Slovenia, EU. I will check deeper that topic.
I only wonder what German court would say? You never know, right.