We are using pybind11 to create .pyd files.
In SHARED mode, there is a provision to create a dll/so/dylib?
pybind11_add_module(<name> [MODULE | SHARED | EMBEDDED]
[EXCLUDE_FROM_ALL] [NOINSTALL]
[OPT_OUT_FROM_PYBIND11_INTERNALS]
<source1> [<source2> ...])