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I checked the source in
 c:/Program Files (x86)/Microsoft Visual Studio 10.0/VC/crt/src/open.c
and it seems that on Windows open() is more or less implemented as a wrapper of sopen(..., ..., SH_DENYNO, ...).
So the only reason that trying to reopen a NamedTemporaryFile fails on Windows is because when we reopen we need to use O_TEMPORARY.
The following works for unmodified python:
 import os, tempfile
 DATA = b"hello bob"
 def temp_opener(name, flag, mode=0o777):
 return os.open(name, flag | os.O_TEMPORARY, mode)
 with tempfile.NamedTemporaryFile() as f:
 f.write(DATA)
 f.flush()
 with open(f.name, "rb", opener=temp_opener) as f:
 assert f.read() == DATA
 assert not os.path.exists(f.name)
So maybe we should just define tempfile.opener().