How to managed external users in embedded license

Hi Uzi2019 

I think you are trying with the User Owns Data Approach where your users needs their own Pro licenses to view their embedded report, which needs all your external users to add into your azure active directory.

I exactly don't know your use case, but can you try the App Owns data approach where your just need one service account/SPN to embed the report and your end users don't have pro licenses/add into your azure ad.

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