Call check_signals in the scan to support signal handlers

[gatesn]

https://docs.rs/pyo3/latest/pyo3/marker/struct.Python.html#method.check_signals

Ideally, we call this at various points in our Rust code, I think a nice place would be for in the "next" of a record batch reader? This will raise a PyErr if a signal has been caught and allow the program to exit, e.g. ctrl+c

[gatesn]

@delta003 did you ever find a fix for this?