Not exactly Apache Beam, but I notice if I run Apache Beam on Dataflow, using a 
flex template, I have import problems:

For example, the following code will fail because it can't find    psycopg2

1 import psycopg2

class ReadDb(beam.DoFn):
50
 51     def __init__(self, user, password, host):
52         self.user = user
53         self.password = password
54         self.host = host
55
 56     def process(self, element):
58         conn  =  psycopg2.connect (
59                 host = self.host,
60                 user = self.user,
61                 password = self.password,
62                 database = 'chassis_trusted_data',
63                 port = 5432)
64
 65         yield 'a'

I actually need to import pyscopg2 in the process method (line 57)

I know I can use

pipeline_options.view_as(SetupOptions).save_main_session = save_main_session

but this causes pickling problems, and defeats the purpose of building a Docker 
image

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