8 - Alter HTTP Response Headers
Got it!

From these two sources:


How to embed drupal content in other sites (remove X-Frame-Options: SAMEORIGIN)?
https://wunderkraut.se/blogg/remove-xframe-options-and-set-contentsecuritypolicy


I realized that I was missing a mymodule.info.yml file.

mymodule 
  ├── mymodule.info.yml 
  ├── mymodule.services.yml 
  └── src 
    └── EventSubscriber 
      └── RemoveXFrameOptionsSubscriber.php


Then, go to /admin/modules in the backend (Extend tab) and install the new module &amp; clear all caches afterwards.

Woohoo!