I'm no expert either, but the <iframe> approach is the one that worked for me, embedded in rBlogdown / hugo combination. Only changes were to include runtime: shiny, in the header section, and the following code: knitr::include_app("https://username.shinyapps.io/shiny/").
I have not used multiple iframe instances, however, I see no technical reason why there should be immediate problems. Save for maybe the normal issues that arise if multiple applications manipulate the same instance of the data at the same time.
Good Luck!
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