Run onConnect handler in the background

Before if the onConnect handler ran longer than the ping wait duration then the
server would disconnect the client.  Now we run the onConnect handler in the
background to ensure that pings start sending right away.

client.go

@@ -31,19 +31,22 @@ func connectToProxy(rootCtx context.Context, proxyURL string, headers http.Heade
 	}
 	defer ws.Close()
 
+	result := make(chan error, 2)
+
 	ctx, cancel := context.WithCancel(rootCtx)
 	defer cancel()
 
 	if onConnect != nil {
-		if err := onConnect(ctx); err != nil {
-			return err
-		}
+		go func() {
+			if err := onConnect(ctx); err != nil {
+				result <- err
+			}
+		}()
 	}
 
 	session := NewClientSession(auth, ws)
 	defer session.Close()
 
-	result := make(chan error, 1)
 	go func() {
 		_, err = session.Serve(ctx)
 		result <- err