A while back I created this post to see if I could transmit data from ESPHome over the world wide web to my local Home Assistant (without having to use mqtt).
As I mention in my previous post that you can send the data via the HTTP Request however you must do this for each sensor.
A nice feature to add would be to add your NabuCasa URL & Token to send the data no matter what WiFi your connected to (as long as you have an internet connection!)
Maybe the API, Logger, Web Server API or the HTTP Request so you could define the URL & Token.