It is incredibly difficult to get power usage figures from Intel, but I can with certainty say that the higher level integrated Intel graphics (Iris Plus 640 and 650 with 48 execution units) are every bit as power hungry for similar performance as other integrated and discrete solutions from nVidia and AMD.
Iris Plus 640 and 650 can be classified as low-midrange graphics and are pretty similar in performance to nVidia 920MX and 930M. Have to remember that the low graphics solutions from nVidia usually have the power usage configurable, so there is no exact power usage for these nVidia graphics as it depends what the device manufacturer has deemed suitable and appropriate.
And thus, the heat generation is in the similar kind of bracket too. My somewhat educated guess is, anything from below 10W up to something like 30W.
Have to also think about the overall design of the device. Is it better to have all the heat coming from a single source (processor with integrated graphics) or is it better to divide the heat loads to two separate locations and have separate cooling solutions for both of them (separate processor and discrete graphics)?
The above obviously depends on so many other factors too, that a definite answer cannot be given. The ideal solution takes account all the other aspects too, and tries to benefit from advantages and decrease the disadvantages where possible.