Where in that link do you get the idea that Google fonts delay your page? These page-speed tests aren't perfect and sometimes they tell NOTHING about real page speed. Besides, it just says that "The following resources are missing a cache validator" for the Google Fonts, which has nothing to do with it's loading speed ... besides, they have a reason to serve the fonts as they do. Google Fonts are served from a fast global CDN network, faster than your server.
Even if you move stuff to your own server, your server could be REALLY SLOW, and you could still "score" better at gtmetrix. GTMETRIX (and other pagespeed tools) do NOT measure the speed of the server ... Server could be REALLY SLOW, and you could still get a high score, or server could be REALLY FAST, and you could get a low score. These tests just make estimates on "best practices".