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/record.py

@@ -130,4 +130,6 @@ robot.disconnect()
 leader_arm.disconnect()
 keyboard.disconnect()
 listener.stop()
+
+dataset.finalize()
 dataset.push_to_hub()