If you used the regular PBI and not the Embedded, then you could use the new Row Level Security feature, that is available in preview since a few weeks:
https://powerbi.microsoft.com/en-us/documentation/powerbi-admin-rls/
But I'm afraid you cannot use it with PBI Embedded.
Instead you could use predefined filters of your own for your embedded reports / tiles based on the user context. That's not super bullet-proof, but it does the job.