Add on_session_created callback option #3760

Job	Run time
checks / pre-commit	31s
checks / readme-snippets	13s
checks / test (3.10, lowest-direct, ubuntu-latest)	44s
checks / test (3.10, lowest-direct, windows-latest)	2m 4s
checks / test (3.10, highest, windows-latest)	2m 10s
checks / test (3.10, highest, ubuntu-latest)	44s
checks / test (3.12, highest, ubuntu-latest)	46s
checks / test (3.12, lowest-direct, ubuntu-latest)	46s
checks / test (3.12, lowest-direct, windows-latest)	2m 55s
checks / test (3.11, highest, ubuntu-latest)	42s
checks / test (3.11, lowest-direct, ubuntu-latest)	44s
checks / test (3.11, highest, windows-latest)	2m 21s
checks / test (3.12, highest, windows-latest)	5m 1s
checks / test (3.11, lowest-direct, windows-latest)	2m 6s
checks / test (3.13, lowest-direct, ubuntu-latest)	41s
checks / test (3.13, lowest-direct, windows-latest)	2m 10s
checks / test (3.13, highest, windows-latest)	2m 16s
checks / test (3.13, highest, ubuntu-latest)	44s
	27m 38s

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