Finally, after so much research and some help from the Spanish version of Stack O. the easiest way to remove white corners:
In the main class, you should add:
scene.setFill(Color.TRANSPARENT);
and
stage.initStyle(StageStyle.TRANSPARENT);
The only problem is that it StageStyle.TRANSPARENTwill leave you without a close button, so you have to do it yourself. The end result is as follows:

source
share