Kia ora Kyle, I can confirm it is possible to use JWT authentication with Web Componets.
The programatic authentication is described here:
https://sdk.gooddata.com/gooddata-ui/docs/webcomponents_authentication.html#programmatic-authentication
Instead of ContextDeferredAuthProvider you need to use TigerJwtAuthProvider
Bear in mind that you would need to program your own way how to update token before it will expire. Since there is currently an internal ticket about engaging our Professional Services to assist with the OIDC implementation, you can also take this opportunity to request the specifics on the JWT implementation from our colleagues.