No, although it required a little ingenuity. We would have considered using Shiny Server Pro for the auth and other features but we wanted to use our single sign on service. What we did was we put Nginx in front and had it call a tiny Rails app that handles authentication via the SSO. If Rails returns the correct status to Nginx, then the client is redirected to the Shiny page they requested.
Its a bit of a one-off but it does work well! One more step towards making R fit for production :)