Add note on gauge.set_function not working with mp, see #504 (#1098)

Signed-off-by: Aapeli <[email protected]>

Author: aapeliv

docs/content/multiprocess/_index.md

@@ -14,6 +14,7 @@ This comes with a number of limitations:
   - Registering metrics to a registry later used by a `MultiProcessCollector`
     may cause duplicate metrics to be exported
 - Custom collectors do not work (e.g. cpu and memory metrics)
+- Gauges cannot use `set_function`
 - Info and Enum metrics do not work
 - The pushgateway cannot be used
 - Gauges cannot use the `pid` label