I found the script they used for copying data really interesting: https://gist.github.com/peterwj/0614bf6b6fe339a3cbd42eb93dc5...
It's written in Python, spins up a queue.Queue object, populates it with ranges of rows that need to be copied (based on min < ID < max ranges), starts up a bunch of Python threads and then each of those threads uses os.system() to run this:
psql "{source_url}" -c "COPY (SELECT * FROM ...) TO STDOUT" \
| psql "{dest_url}" -c "COPY {table_name} FROM STDIN"
This feels really smart to me. The Python GIL won't be a factor here.