Hi
Both App owns data and user owns data require Web Server like IIS
Other option is to use Secure Embed : This option help you to embed in any of the apps (don't need any IIS) there are some limitations
Limitations:
- The user will need to sign-in to view the report whenever they open a new browser window.
- Some browsers require you to refresh the page after sign-in, especially when using InPrivate or InCognito modes.
- To achieve a single sign-on experience, use the Embed in SharePoint Online option, or build a custom integration using the User Owns Data approach. Learn more about User owns data
- The automatic authentication capability provided with the Embed option does not work with the Power BI JavaScript API. For the Power BI JavaScript API, use the User Owns Data approach to embedding. Learn more about User owns data
- Secure embed does not support paginated reports or dashboards.
- Embedding in Portals for Azure B2B users is not yet supported.
Not sure you can override the autentication and provide the bearer token with this option.