gh-146219: Document reusing a thread state across repeated foreign-thread calls ...

gh-146219: Document reusing a thread state across repeated foreign-thread calls (GH-146221)

* Document reusing a thread state across repeated foreign-thread calls

Add a subsection under "Non-Python created threads" explaining the
performance cost of creating/destroying a PyThreadState on every
Ensure/Release cycle and showing how to keep one alive for the
thread's lifetime instead.

* add a comma

Co-authored-by: Peter Bierma <zintensitydev@gmail.com>
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Co-authored-by: Peter Bierma <zintensitydev@gmail.com>