Add instructions for how to build an uber/fat jar (of the client)

[dblock]

Is your feature request related to a problem? Please describe.
In #3665 we'd like to give the client with the changes to someone to try. How does one build an uber/fat jar of it?

Describe the solution you'd like
A gradle task that builds an uber/fat JAR of the client.

[pgtgrly]

@jiten1551 and I were able to build uber jars using Gradle Shadow plugin
and running the shadowJar command.
Ref Commit for adding the plugin: kumjiten@d18e0d8

[dblock]

@pgtgrly @jiten1551

I think we probably don't want to add that to Gradle if it's not going to be used in CI/CD, but care to a few lines of instructions with exactly the changes (link to this commit on the fork), the commands being run and the output produced to https://github.com/opensearch-project/OpenSearch/blob/main/DEVELOPER_GUIDE.md for the next person who needs it?

[pgtgrly]

@dblock, Sure Will update the guide and raise PR latest by EoD 5 July 2022

[pgtgrly]

Created a PR: #3785