I don't have Windows, but here is an example of a WindowsRegistryImporter, written outside importlib (the script also contains a fake implementation of winreg, so I could test it...)

Of course it needs to be rewritten to fit in _bootstrap.py;  at least the script shows that it's only necessary to implement a find_module() function.

I'm not sure I had all details right - for example, should we search for the full module name, or only the last component?

This loader has some interesting features; for example it's possible to have several modules in the same .pyd file, as long as it exports the various PyInit_* functions.