Every time I try to add a new link to a file on OneDrive in WordPress, it seems they have changed the system to stop it working.  After much trial and error, the procedure given below works, for now.

1. Open the file in OneDrive on-line, and select File-Share-Embed:

2. Select the desired display options, then click on the “Embed code” box, and copy the code to the clipboard:

3. Return to the WordPress editor, click on the Options menu (top-right) and select Code Editor, then just paste the code generated in Excel:

You can then return to the Visual editor, and save the post complete with embedded spreadsheet.