Embedded comments not displayed due to X-Frame-Options DENY

In case someone stumbles upon this thread and wants X-Frame-Options DENY as defaults but still wants to embed comments, here is the solution direct from nginx (apparently ifs should be avoided where possible:

outside of the server clause:

map $arg_embed_url $xfo {
        default DENY;
        ~^https%3A%2F%2Favril4th.com%2F.* "ALLOW-FROM https://avril4th.com/";
}

and then inside the location where you want to allow embeding:

add_header X-Frame-Options $xfo;