Pickle only used symbols from __main__ namespace.

[robertwb]

Be sure to do all of the following to help us incorporate your contribution
quickly and easily:

• Make sure the PR title is formatted like:
  [BEAM-<Jira issue #>] Description of pull request
• Make sure tests pass via mvn clean verify. (Even better, enable
  Travis-CI on your fork and ensure the whole test matrix passes).
• Replace <Jira issue #> in the title with the actual Jira issue
  number, if there is one.
• If this contribution is large, please file an Apache
  Individual Contributor License Agreement.

---

[robertwb]

R: @silviulica

In particular, this means we can safely disable main session saving nearly everywhere.

[silviulica]

LGTM and awesome! LEt's get this in and I will get the optional save_main_session right away out.

[robertwb]

Thanks. Lucky for us, the "recursive" option was already part of dill (not that we wanted to use it everywhere of course).