The newly released gp3 volumes are supported by Cloudformation. But aws_cdk.aws_ec2.EbsDeviceVolumeType does not support it yet.
Ref: https://docs.aws.amazon.com/cdk/api/latest/python/aws_cdk.aws_ec2/EbsDeviceVolumeType.html#aws_cdk.aws_ec2.EbsDeviceVolumeType

Work-around:

perf_server = ebs_gp3_perf_server.node.default_child
# Assuming the gp3 volume is the first device in the list, accessed by index '0'
perf_server.add_property_override("BlockDeviceMappings.0.Ebs.VolumeType", "gp3")

Cdk gives you a warning
[Warning at /stack/Ec2Server] iops will be ignored without volumeType: EbsDeviceVolumeType.IO1 But gp3 allows your to have provisioned IOPS