After some tweaking I seem to have got this to work without the query string hack. More info here: http://docs.aws.amazon.com/AmazonCloudFront/latest/DeveloperGuide/RequestAndResponseBehaviorS3Origin.html#RequestS3-cors
I'm going to go through my entire setup so that it's easy to see what I've done, hopefully this helps others.
Background Information:
I'm using a Rails app that has the asset_sync gem to put assets onto S3. This includes fonts.
Within S3 console, I clicked on my bucket, properties and 'edit cors configuration', here: 
Inside the textarea I have something like:
<?xml version="1.0" encoding="UTF-8"?>
<CORSConfiguration xmlns="http://s3.amazonaws.com/doc/2006-03-01/">
<CORSRule>
<AllowedOrigin>https://*.example.com</AllowedOrigin>
<AllowedMethod>GET</AllowedMethod>
<MaxAgeSeconds>3000</MaxAgeSeconds>
<AllowedHeader>*</AllowedHeader>
</CORSRule>
</CORSConfiguration>
Then within Cloudfront panel (https://console.aws.amazon.com/cloudfront/home) I created a distribution, added an Origin that pointed to my S3 bucket

Then added a behavior for a default path to point to the S3 based origin I setup. What I also did was click on Whitelist headers and added Origin
:

What happens now is the following, which I believe is right:
1) Check that S3 headers are being set correctly
curl -i -H "Origin: https://example.com" https://s3.amazonaws.com/xxxxxxxxx/assets/fonts/my-cool-font.ttf
HTTP/1.1 200 OK
x-amz-id-2: Ay63Qb5uR98ag47SRJ91+YALtc4onRu1JUJgMTU98Es/pzQ3ckmuWhzzbTgDTCt+
x-amz-request-id: F1FFE275C0FBE500
Date: Thu, 14 Aug 2014 09:39:40 GMT
Access-Control-Allow-Origin: https://example.com
Access-Control-Allow-Methods: GET
Access-Control-Max-Age: 3000
Access-Control-Allow-Credentials: true
Vary: Origin, Access-Control-Request-Headers, Access-Control-Request-Method
Cache-Control: public, must-revalidate, proxy-revalidate, max-age=180
Last-Modified: Mon, 09 Dec 2013 14:29:04 GMT
ETag: "98918ee7f339c7534c34b9f5a448c3e2"
Accept-Ranges: bytes
Content-Type: application/x-font-ttf
Content-Length: 12156
Server: AmazonS3
2) Check Cloudfront works with the headers
curl -i -H "Origin: https://example.com" https://xxxxx.cloudfront.net/assets/fonts/my-cool-font.ttf
HTTP/1.1 200 OK
Content-Type: application/x-font-ttf
Content-Length: 12156
Connection: keep-alive
Date: Thu, 14 Aug 2014 09:35:26 GMT
Access-Control-Allow-Origin: https://example.com
Access-Control-Allow-Methods: GET
Access-Control-Max-Age: 3000
Access-Control-Allow-Credentials: true
Cache-Control: public, must-revalidate, proxy-revalidate, max-age=180
Last-Modified: Mon, 09 Dec 2013 14:29:04 GMT
ETag: "98918ee7f339c7534c34b9f5a448c3e2"
Accept-Ranges: bytes
Server: AmazonS3
Vary: Origin
X-Cache: Miss from cloudfront
Via: 1.1 77bdacfea247b6cbe84dffa61da5a554.cloudfront.net (CloudFront)
X-Amz-Cf-Id: cmCxaUcFf3bT48zpPw0Q-vDDza0nZoWm9-_3qY5pJBhj64iTpkgMlg==
(Note the above was a miss from cloudfront because these files are cached for 180 seconds, but the same was working on hits)
3) Hit cloudfront with a different origin (but one that is allowed on CORS for the S3 bucket) - the Access-Control-Allow-Origin
is not cached! yay!
curl -i -H "Origin: https://www2.example.com" https://xxxxx.cloudfront.net/assets/fonts/my-cool-font.ttf
HTTP/1.1 200 OK
Content-Type: application/x-font-ttf
Content-Length: 12156
Connection: keep-alive
Date: Thu, 14 Aug 2014 10:02:33 GMT
Access-Control-Allow-Origin: https://www2.example.com
Access-Control-Allow-Methods: GET
Access-Control-Max-Age: 3000
Access-Control-Allow-Credentials: true
Cache-Control: public, must-revalidate, proxy-revalidate, max-age=180
Last-Modified: Mon, 09 Dec 2013 14:29:04 GMT
ETag: "98918ee7f339c7534c34b9f5a448c3e2"
Accept-Ranges: bytes
Server: AmazonS3
Vary: Origin
X-Cache: Miss from cloudfront
Via: 1.1 ba7014bad8e9bf2ed075d09443dcc4f1.cloudfront.net (CloudFront)
X-Amz-Cf-Id: vy-UccJ094cjdbdT0tcKuil22XYwWdIECdBZ_5hqoTjr0tNH80NQPg==
Note above that the domain has successfully changed without a query string hack.
When I change the Origin header, there seems to always be a X-Cache: Miss from cloudfront
on the first request then afterwards I get the expected X-Cache: Hit from cloudfront
P.S. It is worth noting that when doing curl -I (capital I) will NOT show the Access-Control-Allow-Origin headers as it only a HEAD, I do -i to make it a GET and scroll up.