JSFiddle - React, Tailwind, and code Playground

HTML

<p>Claro que <i>&#xf00c;</i></p>

<select id="select_pt" class="select_pt" size="5">
    <option value="alemanha">ALEMANHA</option>
    <option value="austria">ÁUSTRIA</option>
    <option value="belgica">BÉLGICA</option>
    <option value="bulgaria">BULGÁRIA</option>
    <option value="chipre">CHIPRE</option>
    <option value="croacia">CROÁCIA</option>
    <option value="dinamarca">DINAMARCA</option>
    <option value="eslovaquia">ESLOVÁQUIA</option>
    <option value="eslovenia">ESLOVÉNIA</option>
    <option value="espanha">ESPANHA</option>
    <option value="estonia">ESTÓNIA</option>
    <option value="finlandia">FINLÂNDIA</option>
    <option value="franca">FRANÇA</option>
    <option value="grecia">GRÉCIA</option>
    <option value="holanda">HOLANDA</option>
    <option value="hungria">HUNGRIA</option>
    <option value="irlanda">IRLANDA</option>
    <option value="italia">ITÁLIA</option>
    <option value="letonia">LETÓNIA</option>
    <option value="lituania">LITUÂNIA</option>
    <option value="luxemburgo">LUXEMBURGO</option>
    <option value="malta">MALTA</option>
    <option value="polonia">POLÓNIA</option>
    <option selected value="portugal">PORTUGAL <i>&#xf00c;</i></option>
    <option value="reino_unido">REINO UNIDO</option>
    <option value="republica_checa">REPULICA CHECA</option>
    <option value="romenia">ROMÉNIA</option>
    <option value="suecia">SUECIA</option>
</select>

CSS

@font-face {
  font-family: "FontAwesome";
  font-weight: normal;
  font-style : normal;
  src : url("https://maxcdn.bootstrapcdn.com/font-awesome/4.3.0/fonts/fontawesome-webfont.eot?v=4.3.0");
  src : url("https://maxcdn.bootstrapcdn.com/font-awesome/4.3.0/fonts/fontawesome-webfont.eot?#iefix&v=4.3.0") format("embedded-opentype"),
  url("https://maxcdn.bootstrapcdn.com/font-awesome/4.3.0/fonts/fontawesome-webfont.woff2?v=4.3.0") format("woff2"),
  url("https://maxcdn.bootstrapcdn.com/font-awesome/4.3.0/fonts/fontawesome-webfont.woff?v=4.3.0") format("woff"),
  url("https://maxcdn.bootstrapcdn.com/font-awesome/4.3.0/fonts/fontawesome-webfont.ttf?v=4.3.0") format("truetype"),
  url("https://maxcdn.bootstrapcdn.com/font-awesome/4.3.0/fonts/fontawesome-webfont.svg?v=4.3.0#fontawesomeregular") format("svg");
}

p {
  font-family: "Comic Sans MS";
  font-size: 26px;
}

#select_pt option > i {
  font-family: "FontAwesome";
  color: green
}