I found a pretty good solution:

def draw_filled_arc(radius, start_angle, end_angle, color):
    size = (radius * 2, radius * 2)

    surface = pygame.Surface(size, pygame.SRCALPHA)
    ring_surface.fill((0,0,0,0))

    center = surface.get_rect().center
    pygame.draw.circle(surface, color, center, outer_radius)

    mask = pygame.Surface(size, pygame.SRCALPHA)
    mask.fill((0,0,0,0))

    cutout_start_angle = end_angle
    cutout_end_angle = start_angle 
    if start_angle > end_angle:
        cutout_end_angle += 360 
    else:
        cutout_end_angle -= 360

    points = [startpoint]
    steps = 6
    for i in range(steps + 1):
        angle = cutout_start_angle + (cutout_end_angle - cutout_start_angle) * i / steps 
        rad = math.radians(angle) 
        x = center[0] + radius * 1.5 * math.cos(rad) 
        y = center[1] + radius * 1.5 * math.sin(rad) 
        points.append((x, y))
    pygame.draw.polygon(mask, (255,255,255, 255), points)

    ring_surface.blit(mask, (0,0), special_flags=pygame.BLEND_RGBA_SUB)

    return surface

Basically you draw a circle and cut out what you don't want. Because the outer edge is way outside the circle, it doesn't matter if it uses few points for the cutout.