To list the fonts that are available on your system, run the following command in the terminal:
system_profiler -json SPFontsDataType | grep \"family | sort | uniq
This will show the name you need to supply to VSCode to use the font.
Any font that is activated on the Mac will be available to VSCode. I am using a patched font, and by applying the name that is shown using the command above, I was able to use it in VSCode.