Looking at the blog post I've referenced earlier -- https://blogs.technet.microsoft.com/secguide/2017/06/15/dropping-the-untrusted-font-blocking-setting/
-- it seems that the policy was made available with the first release of Windows 10 (v1507) is no longer applied with the so called Creators Update (v1703), which is available since August 17th, 2017.
From the clarifications in the comments it also seems that the policy applies to IE 11 only, so another option would be to use Edge browser (comes with all windows 10 installations).
The best way to resolve the issue would be to upgrade to that version, or if a newer is available.
If that is not applicable at this time, there are other ways to resolve the issue: if the issue is happening in a controlled environment, apps can be excluded from the mitigation policy, as described in the Block untrusted font documentation (https://docs.microsoft.com/en-us/windows/threat-protection/block-untrusted-fonts-in-enterprise
It's worth noting that the MS staff is responding quite swiftly, so questions related to enabling / disabling the policies, as well as the scope of the policies could be directed at either at the blog post, or the documentation article.
For the time being, it's not feasible to change our font icons to svg icons, because it's resource consuming and the benefit will be only for those affected e.g. the rest of the customers will not see almost any difference.
Proving an image sprites is also not an option, because some themes don't have them at all; and all themes use font icons for certain controls.