Well you just have to create an embedded document object of the particular class, and then use it with the main document class, like so:
new_user = User()
user_settings = UserSettings()
user_settings.default_cal = resp['calendar']
new_user.settings = user_settings
# more stuff
new_user.save()
Note: Creating a new object only for the main document, does not automatically create the corresponding embedded document object(s), but while reading data ofcourse the case is different.
Edit:
As tbicr mentions below, we can also do this:
settings = db.EmbeddedDocumentField(UserSettings, default=UserSettings)
while declaring the field, that way we won't need to create the object as given in the first example.