It is possible although it is a bit involved. We can use Py4j callback mechanism to pass message from a SparkListener. First lets create a Scala package with all required classes. Directory structure:
.
├── build.sbt
└── src
    └── main
        └── scala
            └── net
                └── zero323
                    └── spark
                        └── examples
                            └── listener
                                ├── Listener.scala
                                ├── Manager.scala
                                └── TaskListener.scala
build.sbt:
name := "listener"
organization := "net.zero323"
scalaVersion := "2.11.7"
val sparkVersion = "2.1.0"
libraryDependencies ++= List(
  "org.apache.spark" %% "spark-core" % sparkVersion,
  "net.sf.py4j" % "py4j" % "0.10.4"  // Just for the record
)
Listener.scala defines a Python interface we are going to implement later
package net.zero323.spark.examples.listener
/* You can add arbitrary methods here, 
 * as long as these match corresponding Python interface 
 */
trait Listener {
  /* This will be implemented by a Python class.
   * You can of course use more specific types, 
   * for example here String => Unit */
  def notify(x: Any): Any
}
Manager.scala will be used to forward messages to Python listener:
package net.zero323.spark.examples.listener
object Manager {
  var listeners: Map[String, Listener] = Map()
  def register(listener: Listener): String = {
    this.synchronized {
      val uuid = java.util.UUID.randomUUID().toString
      listeners = listeners + (uuid -> listener)
      uuid
    }
  }
  def unregister(uuid: String) = {
    this.synchronized {
      listeners = listeners - uuid
    }
  }
  def notifyAll(message: String): Unit = {
    for { (_, listener) <- listeners } listener.notify(message)
  }
}
Finally a simple SparkListener:
package net.zero323.spark.examples.listener
import org.apache.spark.scheduler.{SparkListener, SparkListenerTaskEnd}
import org.json4s._
import org.json4s.JsonDSL._
import org.json4s.jackson.JsonMethods._
/* A simple listener which captures SparkListenerTaskEnd,
 * extracts numbers of records written by the task
 * and converts to JSON. You can of course add handlers 
 * for other events as well.
 */
class PythonNotifyListener extends SparkListener { 
  override def onTaskEnd(taskEnd: SparkListenerTaskEnd) {
    val recordsWritten = taskEnd.taskMetrics.outputMetrics.recordsWritten
    val message = compact(render(
      ("recordsWritten" ->  recordsWritten)
    ))
    Manager.notifyAll(message)
  }
}
Lets' package our extension:
sbt package
and start PySpark session adding a generated jar to the class path and registering listener:
 $SPARK_HOME/bin/pyspark \
   --driver-class-path target/scala-2.11/listener_2.11-0.1-SNAPSHOT.jar \
   --conf spark.extraListeners=net.zero323.spark.examples.listener.PythonNotifyListener
Next we have to define a Python object which implements Listener interface:
class PythonListener(object):
    package = "net.zero323.spark.examples.listener"
    @staticmethod
    def get_manager():
        jvm = SparkContext.getOrCreate()._jvm
        manager = getattr(jvm, "{}.{}".format(PythonListener.package, "Manager"))
        return manager
    def __init__(self):
        self.uuid = None
    def notify(self, obj):
        """This method is required by Scala Listener interface
        we defined above.
        """
        print(obj)
    def register(self):
        manager = PythonListener.get_manager()
        self.uuid = manager.register(self)
        return self.uuid
    def unregister(self):
        manager =  PythonListener.get_manager()
        manager.unregister(self.uuid)
        self.uuid = None
    class Java:
        implements = ["net.zero323.spark.examples.listener.Listener"]
start callback server:
sc._gateway.start_callback_server()
create and register listener:
listener = PythonListener()
register it:
listener.register()
and test:
>>> sc.parallelize(range(100), 3).saveAsTextFile("/tmp/listener_test")
{"recordsWritten":33}
{"recordsWritten":34}
{"recordsWritten":33}
On exit you should shutdown the callback server:
sc._gateway.shutdown_callback_server()
Note:
This should be used with caution when working with Spark streaming, which internally uses callback server. 
Edit:
If this is to much hassle you could just define org.apache.spark.scheduler.SparkListenerInterface:
class SparkListener(object):
    def onApplicationEnd(self, applicationEnd):
        pass
    def onApplicationStart(self, applicationStart):
        pass
    def onBlockManagerRemoved(self, blockManagerRemoved):
        pass
    def onBlockUpdated(self, blockUpdated):
        pass
    def onEnvironmentUpdate(self, environmentUpdate):
        pass
    def onExecutorAdded(self, executorAdded):
        pass
    def onExecutorMetricsUpdate(self, executorMetricsUpdate):
        pass
    def onExecutorRemoved(self, executorRemoved):
        pass
    def onJobEnd(self, jobEnd):
        pass
    def onJobStart(self, jobStart):
        pass
    def onOtherEvent(self, event):
        pass
    def onStageCompleted(self, stageCompleted):
        pass
    def onStageSubmitted(self, stageSubmitted):
        pass
    def onTaskEnd(self, taskEnd):
        pass
    def onTaskGettingResult(self, taskGettingResult):
        pass
    def onTaskStart(self, taskStart):
        pass
    def onUnpersistRDD(self, unpersistRDD):
        pass
    class Java:
        implements = ["org.apache.spark.scheduler.SparkListenerInterface"]
extend it:
class TaskEndListener(SparkListener):
    def onTaskEnd(self, taskEnd):
        print(taskEnd.toString())
and use it directly:
>>> sc._gateway.start_callback_server()
True
>>> listener = TaskEndListener()
>>> sc._jsc.sc().addSparkListener(listener)
>>> sc.parallelize(range(100), 3).saveAsTextFile("/tmp/listener_test_simple")
SparkListenerTaskEnd(0,0,ResultTask,Success,org.apache.spark.scheduler.TaskInfo@9e7514a,org.apache.spark.executor.TaskMetrics@51b8ba92)
SparkListenerTaskEnd(0,0,ResultTask,Success,org.apache.spark.scheduler.TaskInfo@71278a44,org.apache.spark.executor.TaskMetrics@bdc06d)
SparkListenerTaskEnd(0,0,ResultTask,Success,org.apache.spark.scheduler.TaskInfo@336)
While simpler, this method is not selective (more traffic between JVM and Python) requires handling Java objects inside Python session.