To create a fat binary, I can use delocate-merge to to merge two 
single-arch wheels for a package (here the numpy), which will be the fat 
binary I need. Am I on the right path?

Yes.

Once I create this fat binary, how can I import it into my current project? 
I am using Poetry to manage dependencies now. In other words, how can I 
integrate the generated fat binary with Poetry?

Does this work?
[tool.poetry.dependencies] numpy = { file = "path/to/wheel.whl" } 

To be honest, I’d avoid using a workflow manager like poetry for something 
like this that’s well outside of what they’re expected to be used for. If 
you stick to barebones pip+venv then it’s just pip install 
./numpy-xxx-universal2.whl.
​

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