Is there any way of using biopython to write Swissprot files?
Using SeqIO.index rather than SeqIO.parse lets you read all the records into a dict, from which you can then extract the raw entry:

from Bio import SeqIO

record_dict = SeqIO.index('Input.txt', 'swiss')
for key in record_dict:
    print(record_dict.get_raw(key).decode())


Now you should be able to apply your test for a transmembrane protein to each entry, and write out only the ones you want to keep.

from Bio import SeqIO

record_dict = SeqIO.index('Input.txt', 'swiss')
out = open('Output.txt', 'wb')
for key in record_dict:
    record = record_dict[key]
    for i, feature in enumerate(record.features):
    if feature.type == "TRANSMEM":
        out.write(record_dict.get_raw(key).decode())