Check PyList_Append return value

[radarhere]

https://docs.python.org/3/c-api/list.html#c.PyList_Append

int PyList_Append(PyObject *list, PyObject *item)
Part of the Stable ABI. Thread safety: Atomic.
Append the object item at the end of list list. Return 0 if successful; return -1 and set an exception if unsuccessful.