Add a section on memory management for extension

Adding a special case of memory management when writing an extension.

This is a documentation of: PyO3#1056 and PyO3#2853

guide/src/memory.md

@@ -226,3 +226,53 @@ Python::with_gil(|py| {
 # Ok(())
 # }
 ```
+
+## On writing extension
+
+Using `#[pyfunction]` and `#[pymethods]` makes `Python::with_gil` a no-op and 
+the GIL is held for the whole duration that the function is called (from 
+Python). Any `PyAny` object created within the function will only be freed at the 
+end of the function call. 
+
+```rust
+# use pyo3::prelude::*;
+# use pyo3::types::PyString;
+
+#[pyfunction]
+fn exported_function() -> PyResult<()> {
+    for _ in 0..10 {
+        Python::with_gil(|py| -> PyResult<()> {
+            let hello: &PyString = py.eval("\"Hello World!\"", None, None)?.extract()?;
+            println!("Python says: {}", hello);
+            Ok(())
+        })?; 
+    } 
+    Ok(()) // 10 `hello` will be held in memory until here.
+}
+```
+
+You will have to use the unsafe method `Python::new_pool` mentioned above to fix this 
+memory growth.
+
+```rust
+# use pyo3::prelude::*;
+# use pyo3::types::PyString;
+
+#[pyfunction]
+fn exported_function(py: Python) -> PyResult<()> {
+    for _ in 0..10 {
+        let pool = unsafe { py.new_pool() };
+        let py = pool.python();
+        let hello: &PyString = py.eval("\"Hello World!\"", None, None)?.extract()?;
+        println!("Python says: {}", hello);
+        // `hello` memory is released here
+    } 
+    Ok(())
+}
+```
+
+For more on this issue: [#1056](https://github.com/PyO3/pyo3/issues/1056)
+
+
+
+