Issue tracking the progress for this in VSCode microsoft/vscode#519.
Edit the file /opt/visual-studio-code/resources/app/out/vs/code/electron-sandbox/workbench/workbench.html
.
Add a <style>
tag under <head>
:
<style>
/* Think this is `.windows` or `.mac` if you are not using linux */
.linux {
font-family: 'JetBrainsMonoNL Nerd Font Mono' !important;