A few days ago, an API for writable FDW has been committed to the postgresql repository.
Multicorn is trying to implement this API, to make it easy for Python developers to write FDW.
You can see the WIP on the writable_fdw branch on github: https://github.com/Kozea/Multicorn/tree/writable_fdw
Documentation is lacking for now, and existing FDWs should be worked on to implement the API.
You'll need the current dev version of postgresql to test it.
Any feedback is welcome !