Valgrind is amazing, even if you've never used it before it's basic usage is really simple:

$ valgrind --tool=memcheck --leak-check=full /usr/bin/python ./test.py

This is enough to point you at the places in your extension module where you allocated stuff that didn't get freed later. This is a massive timesaver with looking over the entire source file again to find out where you made your mistakes.

I must admit that the extension module in question uses malloc(3) and free(3) directly instead of allocating on the Python heap using PyMem_Malloc() and PyMem_Free(), so I don't know if that would make it harder to find the leaks. I can imagine that in that case the "blocks definitely lost" list might point to somewhere in Python's source files instead of your own source files, but I don't know.