With font awesome, you are automatically using all of the icons however most sites likely use about 1%-5% of the total available icons. That means using font awesome is an unnecessary bloat on most sites. It would be nice if you could download each icon as a separate SVG (maybe you can, I didn't see how).
I prefer to find the SVG elements I need and base64 encode them directly into my CSS. That way you only include the assets you are using, minimize total KB and network requests. There are two tools I use to help with this:
1. https://github.com/svg/svgo (node)
2. https://gist.github.com/mrinterweb/11303706 (ruby - I wrote this one)