I don't think anyone has done this yet, There's so many moving parts that it'd be quite a build system challenge. Yes, lack of dynamic linking is going to make things more difficult, but there's no theoretical reason a rust module compiled with PyO3 couldn't be statically linked into the python interpreter, however it's painful.
Not exactly the same but RustPython might come in useful if your goal is to script a rust application that compiles to webassembly in python, there is even an online demo RustPython Demo