Install FPDF for Python:
pip install fpdf
Now you can use the same logic:
from fpdf import FPDF
pdf = FPDF()
# imagelist is the list with all image filenames
for image in imagelist:
pdf.add_page()
pdf.image(image,x,y,w,h)
pdf.output("yourfile.pdf", "F")
You can find more info at the tutorial page or the official documentation.