Well yes, of course you can do that. But at that point, why would you reference third-party font URLs, instead of self-hosting them? (The article pretty much begins by stating that this is the fastest option.)
If performance is your utmost priority, forego web fonts entirely. If you value performance but want the benefit of a web font, self-host your CSS and fonts. If the convenience of Google Fonts is appealing, the suggestions here can improve first-paint performance. Different projects will have different trade-offs.