The built-in icon library is very limited, integrating Google Material Fonts would be amazing.
Thank you @Jeroen, very useful to know.
Not long ago, Mendix added the possibility to add icon sets in an even more low-code way. Maybe you want to have a look at this: https://docs.mendix.com/refguide/icon-collection/
You can embed the font. just download it from google and add the tokens in you scss.