I had never tried to make a ePub or KF8 with an embedded font, so out of curiosity I made one yesterday. I used an existing ePub book and added the font via Sigil to create the ePub, then used Kindle Previewer to create one KF8 book (mobi extension) and calibre to create a second KF8 book (AZW3 extension) from the ePub.
The epub works very well in the Sony Reader on my PC. The epub also works very well in Bluefire on my iPad3. It does not show the embedded font in iBooks though. I used iTunes 10.x to load the book to both Bluefire and iBooks. I don't have an ePub reader on my Fire HD so I haven't checked it there yet.
The KF8 book with mobi extension created with Kindle Previewer works well on my Kindle Touch, though the embedded font renders poorly. This book was side loaded via USB cable connection.
I also side loaded to my Kindle Fire HD via USB cable connection both the KF8 book with mobi extension and the KF8 book with AZW3 extension. Neither of these show the embedded font on the Fire HD. I do NOT get the "Use Publisher Font" option in either book version. Has anyone got embedded fonts in a side loaded book to work on the Fire HD?