chore(docs): document how to do per-request http client customization (#1560)

Author: stainless-app[bot]

Diff for: README.md

@@ -485,6 +485,12 @@ client = OpenAI(
 )
 ```
 
+You can also customize the client on a per-request basis by using `with_options()`:
+
+```python
+client.with_options(http_client=DefaultHttpxClient(...))
+```
+
 ### Managing HTTP resources
 
 By default the library closes underlying HTTP connections whenever the client is [garbage collected](https://docs.python.org/3/reference/datamodel.html#object.__del__). You can manually close the client using the `.close()` method if desired, or with a context manager that closes when exiting.