First of all, check the API access rights for your Compute Engine service account:
Ensure the following are set:
service account is set to the Compute engine default service account.
Access scope - set access for each API.
For instances, storage is set to read-only
Then, just use gsutil cp (doc) or even gsutil rsync.
gsutil -m cp -r gs://<your-bucket>/* <destination_folder>