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> The problem is that there's no reason to believe anything
> he did here _does_ leave files open.

Except that he's hitting the file system quite heavily, and
asyncronously.  My guess is that Windows simply gets behind
(a quick filemon test indicates that this is indeed the
case; just before a crash, I see the events CREATE/SUCCESS,
QUERY/SUCCESS, QUERY/SUCCESS, WRITE/SUCCESS, and
OPEN/SHARING VIOLATION for the failing file, with lots of
requests for other files interleaved).

Unless someone wants to fix Windows, a simple workaround
would be to retry the os.remove a few times before giving up
(with a time.sleep(0.1) in between).