Does Auth0 allow iframe redirects during SAML authentication

I am using an embedded Thoughtspot dashboard in my application that is authenticated using SAML with Auth0.
There is an ugly page refresh when I use SAML redirect, but the people at Thoughtspot recommended I use their SDK’s EmbeddedSSO authentication option as opposed to their SAMLRedirect option. They said this would give a smoother experience. However, now I don’t see any SAML requests. They did mention that the auth provider must allow iframe redirects in order for that to work, and I’d just like to check that is the case, if anybody knows, please.