The Opensea WordPress plugin allows you to embed any single NFT quickly and easily anywhere within your website with a simple shortcode.
Simply install the plugin and follow the instructions on the Settings page.
It is worth noting that this plugin uses an external script to load the NFT embed capability. This script will not collect any data nor does it require any need to connect to any third party to enable the script itself. This is the script offered by Opensea and hosted via the unpkg.com CDN.