After a quick search on google and i found the following:
Looks like you are missing some parameters in your url. Follow this guide and it should work fine in Mendix.
As Erwin said, X-Frame-Options have to be set at the source, which is tableau. Not Mendix.
The X-Frame-Options has been set on the page you want to display to prevent this page to be displayed in your app's iframe. So this is not something you can 'fix' in your Mendix app, this can only be changed on the page headers of the page you want to display.
I have added the required parameters also, then also its giving me the same issue.
This is what my iframe looks like-
You cannot display a lot of websites inside an iFrame. Reason being that they send an “X-Frame-Options: SAMEORIGIN” response header. This option prevents the browser from displaying iFrames that are not hosted on the same domain as the parent page.
I faced the same error when displaying YouTube links. For example:
I replaced watch?v= with embed/ so the valid link will be:
It works well.
Try to apply the same rule on your case.