Just for your info, all Vimeo (and Youtube) videos will always EMBED into websites via IFRAME ... There is no exception to this, regardless if they are integrated manually or programmatically by X3.
If there is any programmatic way? There is actually a method in the CAROUSEL gallery layout where you can assign a group of Vimeo video links to display in the carousel. Unfortunately, this method is currently only available via the carousel layout option. See example in link below:
alanmacleod.co.uk/video/
Apart from the above, you can embed Vimeo videos easily into X3 content, and there is already a HTML template:
Below is our default HTML code for the embed wrapper. You just need to replace the number with the ID of your Vimeo video.
<div class='flex-video widescreen vimeo x3-style-frame'>
<iframe src='//player.vimeo.com/video/84067859' frameborder='0' webkitAllowFullScreen mozallowfullscreen allowFullScreen></iframe>
</div>
Having said that, you can also use your own EMBED code, from Vimeo site (or custom-made), but you may need to adjust some "width" options to make sure the video is "responsive" (scales to 100% of content area, and scales down on small mobile devices).
About adding Vimeo videos programmatically by X3 in "gallery" style, this is definitely a good idea and something we I thought of earlier. Hopefully it will be part of a future X3 release.