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support/docs for compression in StreamingFileSink

HI all,

I am moving some code to use the StreamingFileSink. Currently, it doesn't
look like there is any native support for compression (gzip or otherwise)
built into flink when using the StreamingFileSink. It seems like this is a
really common need that as far as I could tell, wasn't represented in jira.

After a fair amount of digging, it seems like the way to do that is to
implement that is the BulkWriter interface where you can trivially wrap an
outputStream with something like a GZIPOutputStream.

It seems like it would make sense that until compression functionality is
built into the StreamingFileSink, it might make sense to add some docs on
how to use compression with the StreamingFileSink.

I am willing to spend a bit of time documenting that, but before I do i
wanted to make sure I understand if that is in fact the correct way to
think about this problem and get your thoughts.