JSFiddle - React, Tailwind, and code Playground

HTML

<link rel="stylesheet" href="//netdna.bootstrapcdn.com/font-awesome/4.0.3/css/font-awesome.css">
<select class="fa-select">
    <option>&#xf05e; Blocker</option>
    <option>&#xf102; Critical</option>
    <option>&#xf106; Major</option>
    <option>&#xf107; Minor</option>
    <option>&#xf103; Trivial</option>
</select>

CSS

.fa-select {
    font-family: sans-serif, 'FontAwesome';
}