Make some handshakes in tests less flaky.

[tjni]

The test test_set_keylog_callback (and a couple others) are consistently failing for me locally on my M1 Mac. I don't know exactly why this happens, but I hypothesize it's related to the non-blocking nature of the handshake and perhaps delays in my system while the handshake is taking place. By adding a select call to block when WantReadError is raised, I'm able to get these tests to pass on my machine.

In addition, I noticed pytest warning me that the sockets created in the _handshake_test method were not closed, so I'm wrapping the body of the method now in a with block.

[mhils]

Thanks, @tjni! FYI I'm tackling the 3.6 problem here already: #1164

[tjni]

Thank you! I like your approach better than mine. I'll rebase on top of that commit for the time being so that CI can run.