Gitlab added new include statement for the CE edition of their product with the 11.4.0 release, which is great news. However there's this one minor thing mentioned in the documentation:
Note: The remote file must be publicly accessible through a simple GET request, as we don't support authentication schemas in the remote URL.
This makes it a little bit tricky to use the functionality if you want to fetch the file from private repository. Here's how I got it working. (TL/DR at the end)