EDIT 23-06-2012 10:24 (CET): Found the answer
EDIT 23-06-2012 10:24 (CET)
Take a look at the bottom answer. That is what fixed the issue for me. IE9 is rendering the right way now.
Don't set the Vary Request Header to https
No font loading
Vary:Accept-Encoding,https
Works
Vary:Accept-Encoding
Same answer here.