Use same connection in table copy worker. (#542)

Currently for each table we are creating and closing a new connection to
the target. Using a same connection would save us some time and resource,
both at pgcopydb and target side.

Also, seting GUCs only once for a given target connection session would
again save us resources. This would also reduce 8 extra log lines that are
currently produced for each table which otherwise would produce noise if we
have say, 10K tables.