Powerbi Embedded - Unauthorized

We are working on Embedding PowebI report/dashboard into our application. We have followed the steps involved in the below tutorial...

https://docs.microsoft.com/en-us/power-bi/developer/embedded/embed-sample-for-customers

When trying the execute the code, it throws an error with status code 'Unauthorized'

I did verify the Powerbi tenant settings and Azure tenant settings and I don't see any issues.

Any help to resolve this would be greatly appreciated.