To embed a Glow O365 yammer feed in a Glow Blog you just need to paste in the url to the feed.

Visit the Glow Yammer Group you want to embed, copy the URL from the Address bar and paste it into the post or page editor. Visitors will only see the feed if they are logged into Yammer, if they are not logged in they will see a link to do so.

https://www.yammer.com/glowschools.org.uk/#/threads/inGroup?type=in_group&feedId=12265915&view=all

Here is a Gif showing how I embedded the feed above Click to see full-sized: