Sorry to ask earlier, I did some Google search and I found Hiero it fits my needs.
With this tool you can create a .fnt flile and a .png file to include into GDevelop.
Instead of a regular font like this created with bmfont
Plus gradient and shadows are supported by Hiero so you can create a font like this.
Moderators: you can close this if you like.
Added link into Wiki.