If I embed tweets on this blog I usually just paste in the url to the tweet and it auto-magically embeds.
Today I did this but as the tweet was part of a thread it brought other tweets in. I checked the tweet embed page and although you can hide the thread with that pasting it into WordPress seems to strip the javascript and you still get the thread.
This page,Twitter Embeds — Support — WordPress.com came to the rescue
[tweet https://twitter.com/lewiswake/status/1155162973683556352 hide_thread='true']
gives a nice single tweet.
NB, for Scottish educators, this is not true for Glow Blogs at the moment. I suspect due to our version of Jetpack?