This sounds like a facetiously-simple answer, but it's entirely earnest. If the data properly belongs as a property of the object, return it in the object's representation. If the "data" is actually an ID of a related object, return that id (or, better yet, the URL at which to find information about that object) as a link.
Domain-Driven Design is much over-hyped, but on this they were right on the money.
("But then you have to make multiple requests to gather information which crosses the boundaries of many objects". Yes. And? Beyond a reasonable point, latency is nowhere near as important as many developers like to think it is, especially when compared with a simple and straightforward API - and if this is one of those rare cases that is on the critical path, you _can_ add a dedicated getFooWithAdditionalBars endpoint to your REST API)
Or are you just sending all data the client cloud possibly see over?