Use r'\\\1'. This is a backslash (escaped, labeled as such \\) followed by \1.
To make sure this works, try:
str = 'eFEx-x?k=;-'
print re.sub("([^a-zA-Z0-9])",r'\\\1', str)
Fingerprints:
eFEx\-x\?k\=\;\-
, , . , 'eFEx\\-x\\?k\\=\\;\\-'; , , print.