Enable feast to use current session based client instead of default one for AWS dynamodb

[asingh9530]

Is your feature request related to a problem? Please describe.
Hi Team, I want to use feast in a cross aws account setup and I am failing to understand how that would work. Here is the problem statement I am running a feast job in aws account A and the online store (dynamodb ) is in aws account B now even after running assume role operation the feast still picking default dynamodb of aws account A and the job is failing.

Describe the solution you'd like
Instead of creating client from boto itself, we could enable feast to use current session as a option.

Describe alternatives you've considered
I have rewritten default client

boto3.client(
            "dynamodb",
            region_name=region,
            endpoint_url=endpoint_url,
            config=Config(user_agent=get_user_agent()),
        )

to this

boto3.Session().client(
            "dynamodb",
            region_name=region,
            endpoint_url=endpoint_url,
            config=Config(user_agent=get_user_agent()),
        )

Additional context
@tokoko @franciscojavierarceo we have a detailed conversation here https://feastopensource.slack.com/archives/C01M2GYP0UC/p1723995709072149