According to documentation, seems like it should work like this:
client = ...
domain = client.domains(Domain.domain == domain)[0]
for record in domain.records():
...
However it throws TypeError: 'PaginatedList' object is not callable, but this works:
client = ...
domain = client.domains(Domain.domain == domain)[0]
for record in domain.records:
...
Note that, above is without call paranthesis.