[Documentation] Best practice for writing UDFs

[imback82]

Write a documentation on best practices for writing UDFs since there are few gotchas like static variable captures, etc.

[imback82]

Closing this since #187 will handle the most cases. I will reopen this if there exists a special case for writing UDFs differently.

[imback82]

Reopening since we still need to follow up with documentations capturing different scenarios of using UDFs.