If you don't want to use Google Fonts that app provides, you can use your own custom font by changing Font property in Customize Embed screen and setting a CSS variable. Here is how to set it up:
1. Change font to "None" in Embed settings
2. When font is set to None, gallery will inherit whatever font you have on defined on your site as a default font. You can further customize it by setting CSS variable "--covet-pics-font-family"