Does anyone have an example of a CustomResource in Python?

What specifically are you looking for? I think you may be interested in building a custom

ComponentResoruce

in which case see for example https://github.com/pulumi/examples/blob/5a03b30802b363a08d8fea642be8c92a5af32a6b/azure-py-webserver-component/webserver.py#L19. You may also be interested in building a Dynamic Provider - in which case see https://www.pulumi.com/docs/intro/concepts/programming-model/#dynamicproviders which has some examples.