I'm reopening a question for that as it is not resolved (other link here)
I'm still unable to display my Vue JS app in a lightning container. My app is loading from a static resource and I had no luck with getting around this 'X-Frame-Option' set to same origin. It is still trying to load from .c.container.lightning.salesforce.com instead of .lightning.salesforce.com
I've also added a comment to this repo of developerforce.
If anyone has news from Salesforce or by some magic was able to make it work I would love to know :)