Can't use SAML for SSO when upgrade to Lock 11

I set up an SAML addon in a client and use it for my sso. It work ok in Lock 10, when I use embedded Lock in my application. But when I migrate to Lock 11 the SSO failed. I read the document and it seem like the issue was due to the Cross Origin Authentication was enabled so the embedded Lock will fail to issue the sso session. Could you please advise me here? Thanks

What exact error message are you seeing? Can you share a snippet from your authentication code?