Create nodes + relationships in bulk?

I can highly recommend the driver manual if you need an entry point for picking up the official Python driver.

As a matter of fact, it has a short section about batched node creation: https://neo4j.com/docs/python-manual/current/performance/#batch-data-creation

Py2neo is not maintained any longer and I'm not very familiar with it, so I'm afraid I can't help you much should you decided to stick to it.