Maybe is wrong answering to an old Q, but I thought that it may help someone that find this Q after me. This solution work for python 3, and I think is a little bit better. I found it in the repo of zeep and is a class to encapsule the usage.
Class
import os
from OpenSSL import crypto
class PKCS12Manager():
    def __init__(self, p12file, passphrase):
        self.p12file = p12file
        self.unlock = passphrase
        self.webservices_dir = ''
        self.keyfile = ''
        self.certfile = ''
        # Get filename without extension
        ext = os.path.splitext(p12file)
        self.filebasename = os.path.basename(ext[0])
        self.createPrivateCertStore()
        self.p12topem()
    def getKey(self):
        return self.keyfile
    def getCert(self):
        return self.certfile
    def createPrivateCertStore(self):
        home = os.path.expanduser('~')
        webservices_dir = os.path.join(home, '.webservices')
        if not os.path.exists(webservices_dir):
            os.mkdir(webservices_dir)
        os.chmod(webservices_dir, 0o700)
        self.webservices_dir = webservices_dir
    def p12topem(self):
        p12 = crypto.load_pkcs12(open(self.p12file, 'rb').read(), bytes(self.unlock, 'utf-8'))
        # PEM formatted private key
        key = crypto.dump_privatekey(crypto.FILETYPE_PEM, p12.get_privatekey())
        self.keyfile = os.path.join(self.webservices_dir, self.filebasename + ".key.pem")
        open(self.keyfile, 'a').close()
        os.chmod(self.keyfile, 0o600)
        with open(self.keyfile, 'wb') as f:
            f.write(key)
        # PEM formatted certificate
        cert = crypto.dump_certificate(crypto.FILETYPE_PEM, p12.get_certificate())
        self.certfile = os.path.join(self.webservices_dir, self.filebasename + ".crt.pem")
        open(self.certfile, 'a').close()
        os.chmod(self.certfile, 0o644)
        with open(self.certfile, 'wb') as f:
            f.write(cert)
Usage
from requests import Session
from zeep import Client
from zeep.transports import Transport
# https://github.com/mvantellingen/python-zeep/issues/824
pkcs12 = PKCS12Manager('cert.p12', 'password_for_cert')
session = Session()
session.cert = (pkcs12.getCert(), pkcs12.getKey())
transport = Transport(session=session)
client = Client('url_service', transport=transport)