Reuse server connections in DIM `Connector` implementations

[gpauloski]

Note (2 March 2023): this issue was previously specific to the WebsocketStore which no longer exists so I updated to be generic.

The various DIM Connector implementations open new connections to a server for each operation. E.g., ZeroMQConnector opens a new socket connection and UCXConnector creates a new endpoint object.

We should evaluate this overhead and determine if we should maintain a data structure of opened connections to reuse.