Actually I just tested your comp set the way it is and it works for me.
Make sure you add your [DFR:Embeddable Comp Set?p=777700002953897] code to the "body" section of your product (ie. the product description).
Otherwise, if you need to add it via PHP you can use:
<?php echo datafeedr_tag('Embeddable Comp Set?p=777700002953897'); ?>
Also, make sure the Datafeedr plugin is activated.