Better api for setting `ConfigOptions` from SessionContext

[alamb]

Is your feature request related to a problem or challenge? Please describe what you are trying to do.
Related to #3887

I want to set configuration options given a session context. Right now I need to do it like 🤮

        let session_ctx = SessionContext::new();

        {
            // lock scope
            let state = session_ctx.state.write();
            let mut config_options = state.config.config_options.write();
            config_options.set_bool(OPT_PARQUET_PUSHDOWN_FILTERS, true);
            config_options.set_bool(OPT_PARQUET_REORDER_FILTERS, true);
        }

Describe the solution you'd like

I would like an API like this:

        let session_ctx = SessionContext::new()
          .with_bool(OPT_PARQUET_PUSHDOWN_FILTERS, true)
          .with_bool(OPT_PARQUET_REORDER_FILTERS, true);

As well as

        let session_ctx = SessionContext::new();
        session_ctx.set_bool(OPT_PARQUET_PUSHDOWN_FILTERS, true);
        session_ctx.set_bool(OPT_PARQUET_REORDER_FILTERS, true);

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

Additional context
Add any other context or screenshots about the feature request here.

[comphead]

@alamb I'm wondering if you ok with current working alternative

let ctx = SessionContext::with_config(SessionConfig::new().set_bool("key", true).set_bool("key2", false));

[alamb]

@comphead it is probably OK.

I don't plan to work on the ConfigOptions any more once I consolidate the parquet options. I guess I'll see if others have some ideas on how to make the API nicer

[alamb]

Let's discuss this in the larger context of #4349