Add missing finalize calls in example (#2175)

- add missing calls to dataset.finalize in the example recording scripts
- add section in the dataset docs on calling dataset.finalize

examples/lekiwi/evaluate.py

@@ -133,4 +133,6 @@ while recorded_episodes < NUM_EPISODES and not events["stop_recording"]:
 log_say("Stop recording")
 robot.disconnect()
 listener.stop()
+
+dataset.finalize()
 dataset.push_to_hub()