My workaround is to use a manual HTTP POST request to the API using the Requests module:
payload = { "ACCESS_TOKEN" : "Your_Instagram_Access_Token_Here",
"action" : "follow"}
r = requests.post(r'https://api.instagram.com/v1/users/'+ user_id +'/relationship?access_token=Your_Instagram_API_Token_HERe',data=payload)
print r.text