I'd be interested to see a more built in solution for Markdown and MDX, as with Astro or NextJS, since I've been mainly using either for blog type websites and I'd love to use Fresh as well.
It's my understanding that GFM is already easy to do, in fact there's an example of using it with Fresh in the fresh repository as it's used for the docs!
Using MDX is a little trickier as the .mdx file needs to be compiled to a javascript file which is then interpretted. When running Deno yourself this isn't hard as you can use a dynamic import, but if you're planning on using Deno Deploy you'll be out of luck as it doesn't support dynamic imports currently.
As a workaround, you can always setup a watcher and preprocess MDX files before deploying to Deno Deploy, but that seems against the spirit of what Fresh is trying to accomplish by getting rid of preprocessors.
Let me know if you figure out a way to get MDX on Deno Deploy working without precompile as I'd like to use it myself!