The developer of the Graysky client for Bluesky has written up how to embed replies from Bluesky as comments on your blog.

Like I said for Mastodon comments, not going to enable this on my site.
#Bluesky #comments https://graysky.app/blog/2024-02-05-adding-blog-comments

Adding comments to this blog - Graysky

5 February 2024 - by @mozzius.dev

^graysky.app