Can I embed individual widgets from a Report?

Yes. You need to follow the same steps to embed dashboards. When you select Share Reports, the tabs will also contain HMTL code for each widget:

The first code snippet is for the whole dashboard, but if you scroll down each widget is also published. The order in the dashboard is from top-down, left to right:

Links to each individual widget are also found if you scroll down in the Get the Linktab: