The new GitHub Gist interface has one embed snippet for the entire gist which embeds all files in the gist. The old interface had embed code for each file in the gist. Anyon
Just for other people reference that might be looking into this.
If you are using Wordpress you may achieve this with the plugin oEmbed-gist and shortcode style:
[gist id="your-gist-id-here" file="your-file-name.js"].