docs: document grpc client limitation (#5193)

docs/fundamentals/client/client.md

@@ -128,7 +128,7 @@ Client(host='my.awesome.flow', port=1234, protocol='grpc', tls=True)
 ````
 
 
-You can also use a mixe of both:
+You can also use a mix of both:
 
 ```python
 from jina import Client
@@ -148,6 +148,15 @@ Client(host='https://my.awesome.flow:1234', port=4321)
 ```
 ````
 
+````{admonition} Caution
+:class: caution
+In case you instanciate a `Client` object using the `grpc` protocol, keep in mind that `grpc` clients cannot be used in 
+a multi-threaded environment (check [this gRPC issue](https://github.com/grpc/grpc/issues/25364) for reference).
+What you should do, is to rely on asynchronous programming or multi-processing rather than multi-threading.
+For instance, if you're building a web server, you can introduce multi-processing based parallelism to your app using 
+`gunicorn`: `gunicorn main:app --workers 4 --worker-class uvicorn.workers.UvicornWorker ...`
+````
+
 
 
 ## Test readiness of the Flow