The embedded version of Opera does support plugins - but they used an implementation of the QNSPlugin class for them, and refused to release their implementation of it. I've been down this road before (to try and do a Flash plugin), but they weren't at all helpful.
I managed to get non-visual plugins to work, but couldn't persuade it to do any screen stuff, so it was pretty useless (I guess you could implement an Audio plugin that way, but that'd be about it).
I even tried raising it with the Opera's embedded rep last time I had a meeting with him, and didn't get anywhere. I thought that he might have helped a bit (as he wanted to persuade my firm to use Opera on our STB product instead of Interactor) but no joy there