A solution to run Discourse in an iframe is to create a plugin that contains the following code in plugin.rb:
# Changes X-Frame-Options so the site can be embedded in an iframe. See:
# https://github.com/BeXcellent/discourse-allowiframe/blob/master/plugin.rb
# https://github.com/TheBunyip/discourse-allow-same-origin/blob/master/plugin.rb
Rails.application.config.action_dispatch.default_headers.merge!({'X-Frame-Options' => 'ALLOWALL'})