That's been bugging me for a while.
So I felt like I had to figure out another way. And I did. It works in that it gives you what you want: A slideshow display of your pins.
What you need: An ifttt and Flickr and Storify accounts (they're free) on top of Pinterest. I know it sounds like a lot, but if you are a ~content producer~ you should already have these, anyway.
The first thing to do is to determine what kinds of pins you want. With Ifttt, you can add a Pinterest channel to trigger adding Pins you've liked, a specific board or all your pins. Then the action is to post those pins to Flickr. I created a recipe to add all your new pins to Flickr.
You don't even have to go to your Flickr account now. Go to storify, create a new story and put your user name on the Flickr field. All your pins will show up as images.
Then, add those images and publish your storify. Select Slideshow view (or grid) and you're done.
As always, your embed code is the last slide.
Hope this helps!
P.S. If you want to do a slideshow of your Instagram photos, you can do the same with ifttt. Here's the recipe for posting your Instagrams to Flickr. Then repeat the steps in Storify.
P.S. 2: Let me know if you feel like I'm bypassing steps. I'm assuming most who need this are aware of how some of these services work.
P.S. 3 Happy pinning.