Improve documentation around websockets

[melix]

Issue description

While working on a pet project I found a couple issues with the websocket documentation:

1. make it clear that you need to have all @OnOpen, @OnMessage and @OnClose methods. Any missing one, even if it does nothing, will result in a bean missing exception, which is confusing
2. clarify how to use a web socket client. There are both WebSocketClient and ClientWebSocket, you need both, but both accept an URI. Also it's extremely unclear whether it's possible to have a non reactive websocket client.

[graemerocher]

1. we should fail with a compilation error