I have tried to create an Epic "E" in project "A".
Then, I have created 2 issues in the project A belonging to the Epic E.
Finally, I have created an issue in the project "B" belonging to the Epic E.
However, in the Epic Burndown, I only see the issues belonging to the project A and not the one linked to project B.
Could you please help me?
I played with this a bit in my test system, but I didn't have the full set up of issues to get accurate results and I ran out of time for setting it up. So...here's what I was trying, perhaps you can give it a shot and let me know if it works...
If I'm right this will use all the issues in your saved filter from both projects and create a burndown for your Epic A and Epic B. Once you verify it you can create other filters and boards to generate other types of reports, parse data from multiple projects, etc.
It's a bit clunky, but should get you started without having to write extensive scripts or use add-ons.