As far as I know, it is not possible to embed a wechat page inside another.
The best way I found to simulate this behavior was to create a component with the elements that I need to embed so that I can use it anywhere.
Suppose you have a login page that you can show if you go to the login page as such or you want to have a sidebar in case the user has not logged in.
You create a component with the login (I'm going to put a pseudo code, now I don't remember the wechat syntax well)
<view>username</view>
<input name='username'></input>
<view>pass</view>
<input name='pass'></input>
Then in your page where you want to embed said component you just add the component.
<view>
<!-- login component -->
<login-component></login-component>
</view>
I hope this helps you