Add instructions for handling CORS for sockets

[blackmann]

Summary

Since v3 of socket.io cors options need to be explicit. https://socket.io/docs/v3/handling-cors/

I spent about two hours figuring out what's happening; I think it'll be helpful to others in future if the docs stated how to handle it.

• Tell us about the problem your pull request is solving.
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[daffl]

Hm... this is a good point, I'm wondering if the CLI should do more here and ask for the origin urls.