You can use the Themes API to apply a custom theme to your embedded report, such as corporate colors, seasonal coloring, or other custom styles. You can define the custom theme by using a JSON file as you do in the Power BI service, and then apply it when the report is loaded or changed in a loaded report.
You can read more about it on GitHub. Use the new "Personalize report design" showcase in the Microsoft Power BI Embedded Playground to experience the new feature, and get the code to implement it.