Ok I found the information I needed by looking at the master example that was using some hooks.
Looking at the comments in the hooks class after a few test I was able tofind the recipe I needed.
For my tests I modified the tcpslave_example like this:
def on_write_request(data):
slave, pdu = data
print(f"PDU={pdu}")
try:
#Create the server
server = modbus_tcp.TcpServer()
logger.info("running...")
logger.info("enter 'quit' for closing the server")
slave_1 = server.add_slave(1)
slave_1.add_block('0', cst.HOLDING_REGISTERS, 0, 100)
hooks.install_hook("modbus.Slave.handle_write_multiple_registers_request", on_write_request)
hooks.install_hook("modbus.Slave.handle_write_single_register_request", on_write_request)
Bingo!