Things have diverged a bit from the docs. Just want to document here what I got working:

I had already checked out Keystone and run the unit tests.

I needed uwsgi

sudo apt install uwsgi-core
sudo apt install uwsgi-plugin-python3

Then a modified command line to run the server:

uwsgi --http-socket 127.0.0.1:5000    --plugin /usr/lib/uwsgi/plugins/python3_plugin.so   --wsgi-file $(which keystone-wsgi-public)

This got me the last part

https://stackoverflow.com/questions/31330905/uwsgi-options-wsgi-file-and-module-not-recognized