Add error handling documentation in README

[ErikPelli]

Currently, when there is an erorr, a custom Error field in ctx is set, before calling the response handler.
Show an example where the error can be handled by the response handler, returning a custom response with custom data.
This prevents proposal like a custom error handler made by who doesn't know about this feature.

[ErikPelli]

Result of handling is similar to #51 (comment)
Specify also the connection error handler