Warn on small con_pool_size during custom initalization of Updater

[tsnoam]

fixes #787

[jsmnbom]

Can we test it?
(other than that it looks good)

[tsnoam]

@bomjacob I'm not sure how can we test log prints.
In any case, this warning is for the benefit of the very advanced users.

[jsmnbom]

It's easily done with pytest, but you're probably right in that we don't need it :)