To add support for mdi icons I used a combination of my themes ability to extend its header. And a simple shortcode:

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<link
  rel="stylesheet"
  href="https://cdn.jsdelivr.net/npm/@mdi/font@7.4.47/css/materialdesignicons.min.css"
/>

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<span class="mdi mdi-{{ .Get 0 }}"></span>
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This is a mdi icon: {{< icon file >}}

This will then be rendered correctly and inline: