@Lourival The issue I linked to will not fix the "problem" described here, since signed embedding are still only to a single object (dashboard or question). It will just not show the cells as clickable to avoid confusion.
It would require a completely different way of tokenizing embeds to allow drill-through, which is something that we have been looking at.
There's an issue open for drill-through from embeds:
https://github.com/metabase/metabase/issues/6621 - upvote by clicking 
on the first post
Currently it would require external links (URL) that generate a new signed embed token for the destination.