What is stopping you from fetching the tweet server-side right now? There are a hundred APIs around for doing just that, in whatever language and protocol you want.
Fetch it, copy the embedded images to your servers and present it based on your stylesheet. Recreating how a tweet looks is very simple stuff.
Now you have something that won't break if Twitter dies or the user deletes their post. It won't break if your user's DNS is intermittent. It won't force your users' clients to do umpteen separate requests. And you can host it through SPDY and HTTP/2 because it's all coming from you.
"Embedding" tweets is a horrible, lazy idea from people who want to control and log who views "their" content wherever it's being used. The last thing I want is them dumping even more crap directly on my domain.
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I'm not saying unset doesn't have a place. It might even have a place here, but highlighting a misuse of iframes as a reason why it's going to be good, isn't a good start.
I hope I've explained why it's already not the best idea above.