pyfdstools does not currently support a netcdf output. If you want to write a plugin and make a pull request to add it to the repository, that would be welcome. Here is a brief set of code to get started. This will import 3D temperature data, establish the dimensions of the netCDF4 file and write temperature data. Note that each dimension is still unitless. If you want to visualize this data in an external tool you will need to assign altitude, latitude, and longitude coordinates to the empty dimensions based on the values stored in grid2.
# Convert axes to netcdf4 ordering
data2 = np.moveaxis(data, [3,2,1,0], [0,1,2,3])
grid2 = np.moveaxis(grid, [2,1,0,3], [0,1,2,3])
# Open netcdf4 file
rootgrp = netCDF4.Dataset('output.nc
# Establish basic dimension information for netcdf file
time = rootgrp.createDimension('time', None)
lon = rootgrp.createDimension('lon', grid.shape)
lat = rootgrp.createDimension('lat', grid.shape)
level = rootgrp.createDimension('level', grid.shape)
# Establish netcdf variable
temp = rootgrp.createVariable("temp","f4",("time","level","lat","lon"))
temp.units = "K"
temp[:] = data2 + 273 # Fill temperature variable with values from FDS in K
# Close file