Sklearn Random Feature Importances Identical for Predicting Different Response Variables
It seems that your self.clf points to your Method. At the end, you are probably printing the features importance of a unique classifier.
Maybe you should copy it:
from sklearn.base import clone

class NoCVMethod:
    [...]
    self.clf = clone(Method) # only copy the estimator
    # OR
    self.clf = deepcopy(Method) # if you want to also copy the data estimator

See here (or here as you suggested) for more details about copying an sklearn estimator.