First, create a private DBusConnection manually, instead of using
nih_dbus_connect. The latter always creates a shared connection,
which cannot be closed. Note: creating an actual shared connection,
mutexing it among all threads, and creating per-thread proxies would
be an alternative - however we don't want long-lived connections as
they tend not to be reliable (especially if cgmanager restarts).
Second, use pthread_setspecific to create per-thread keys which can
be associated with destructors. Specify a destructor which closes
the dbus connection. If a thread dies while holding cgmanager,
the connection will be closed. Otherwise, we close the connection
and unset the key.