Fix websockets demo notebook

[davorrunje]

Why are these changes needed?

Notebook demostrating IOStream and IOWebsockets is failing for some users due to failure to create a temporary directory. The code is slightly refactored not to use temporary directories which fixes the problems.

Related issue number

See comments in PR #1551 (e.g. #1551 (comment))

Checks

• I've included any doc changes needed for https://microsoft.github.io/autogen/. See https://microsoft.github.io/autogen/docs/Contribute#documentation to build and test documentation locally.
• I've added tests (if relevant) corresponding to the changes introduced in this PR.
• I've made sure all auto checks have passed.

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 37.83%. Comparing base (989c182) to head (734d263).

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #2227   +/-   ##
=======================================
  Coverage   37.83%   37.83%           
=======================================
  Files          77       77           
  Lines        7766     7766           
  Branches     1663     1663           
=======================================
  Hits         2938     2938           
  Misses       4579     4579           
  Partials      249      249           

Flag	Coverage Δ
unittests	37.81% <ø> (ø)

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