Project Server Error: No 'Access-Control-Allow-Origin' header is present on the requested resource.

I have gone through a number of sources including this one: 

https://msdn.microsoft.com/en-us/library/office/jj163037.aspx

that provides a walkthrough for building an app for Project server. However, most of these apps are deployed on the Project server itself. I'm trying to build an app something very similar to what is done in the above link, but deployed to a sharepoint site, not within the Project server. I have tried a number of things but I get an error that says ' No Access-Control-Allow-Origin header is present on the requested resource. I understand that this is a cross site related issue, but not sure how to resolve this.

So basically my project server is - http://<project-server-domain>/PWA/

Sharepoint site is http://<DEV-SP-Site>/

Any help will be appreciated! 

Thanks