So far I’ve come up with following solution:
Contents of Packages/User/Python.tmPreferences
<?xml version="1.0" encoding="UTF-8"?>
<plist version="1.0">
<dict>
<key>name</key>
<string>Symbol Index: Python Constants</string>
<key>scope</key>
<string>source.python variable.other.constant.python</string>
<key>settings</key>
<dict>
<key>showInIndexedSymbolList</key>
<integer>1</integer>
</dict>
</dict>
</plist>
This gets me some way, but there is no distinction between constance definition and reference (where it is defined).
Also on a side note: this functionality is documented in such a cryptic way 