Edit: Even though you can do it in C, Go is a no go. Under item four in the caveats  is stated:
| When using goroutines py.Lock must be used. No other
| GIL or threading interface functions have been
| tested - and they most likely will not work.
That's ... interesting.
Of course it would be nicer if the main Go thread didn't lock out the Python caller from running (which it seems to do), but there should still be lots of concurrency available on the Go side.