Hi @jawall,
Just to clarify what @mzimmerman said here for both you and others who might come across this thread... There is no way for an individual user to adjust this setting on their own. In may be possible for your school/institution Canvas admin to adjust the setting for the 3rd party tool globally. You could reach out to your local team there ot ask about that possibility.
As a Canvas admin myself though, for the best compatibility across all browsers, I can tell you that opening in a new tab is generally considered the best approach right now. I know things may work in the same tab for you, but some browsers and apps have higher security settings that will cause problems with some embedded site content. Just something to think about.
-Chris