Return an error instead of crashing when we cannot retry consumer

[hugowetterberg]

This change separates the creation and running of the consumer to allow the caller to handle errors when it's not possible to retry.

A library should never call log.Fatal or os.Exit as this takes control over error handling and graceful termination away from the application developer. The Fatalf() logger method should be removed, but I didn't want to touch the producer parts as I'm not as familiar with them.