Fonts shouldn’t do this in Lemur (though they will do this in JME). Lemur automatically gives fonts an alphaDiscardThreshold as I recall.
Is this in the 3D scene or in the guiNode? …because it especially shouldn’t happen in the guiNode. In the 3D scene there can be some additional things to do to fix these z-sorting issues.
For a deeper explanation: Alpha/Transparency Sorting, Your Z-buffer, and You
Use higher resolution fonts.