Since I spent more time than I would care to admit in getting a trivial python-in-docker example working with vimspector, here are my findings:
Have a look at .vimspector.json; the attach-run configuration first runs the included run_with_debugpy shell script, which runs the given script with debugpy inside of a newly created docker container.
Opening any python file in this repo and issuing :vimspector#Launch() should just work.
However, I have found that adding stopAtEntry: true does nothing, and hence you need to first
add a breakpoint; otherwise, I guess by the time vimspector connects and issues that first stop
command, the debugpy process is already finished executing the script.