Add Note to "Consume and test a third-party REST API" Guide

[cjstehno]

I realize that the Consume and test a third-party REST API Guide is using Ersatz v1.4.0 (current is 1.5.0), but I figured it would be good to have a warning in place since it's targeted at Grails users.

In 1.5.0 I have upgraded the version of Undertow used in Ersatz, which may cause problems with Grails testing when using the Undertow embedded server. There is a shadow jar version of Ersatz available for such situations (see Shadow Jar in the User Guide).

I would be willing to update the Guide for version 1.5 and add the note about version collisions, but figured I'd let @sdelamo take a crack at it if he wants to.

[cjstehno]

Sorry, this issue actually belongs here: https://github.com/grails-guides/grails-mock-http-server

[cjstehno]

Closing this as a duplicate of grails-guides/grails-mock-http-server#1