If you have a recent Vim, you may try to enable DirectX rendering. It should improve "wide" font rendering, among other things. Here's an example
if has('win32') || has('win64')
if (v:version == 704 && has("patch393")) || v:version > 704
Some other remarks, more generic, which may or may not be useful in your case:
Font spacing (horizontal, vertical) sometimes is not the same between Linux, Mac and Windows (in Vim, but also happens with other apps, e.g. Emacs). You can tweak those using
set linespace=... (vertical) and, (only) if you use Kaoriya's gVim build,
set charspace=... (horizontal). This may indirectly improve font appearance.