Hi Gregory,
Please see Auto-authenticating to iframe-embedded Kibana dashboard for information on how to do this with a reverse proxy.
Please see Authenticating to iframe-embedded Kibana dashboard for information on how to send a preflight request which will let you store a cookie.
These are both workarounds for this problem while we work towards our target solution: https://github.com/elastic/kibana/issues/4453 (feel free to subscribe to that issue to track progress).
Hope this helps,
CJ