Setup shared connection for BG migration methods

What does this MR do and why?

Setup the SharedModel connection in the BG migration coordinator for methods that running background migration jobs. We already do this in BackgroundMigrationWorker, but if we call #steal or #perform directly on the coordinator, we also want to ensure we use the correct connection.

For reference, this is enabled by !73789 (merged), which lets us nest calls to SharedModel.using_connection as long as we use the same connection object.

Related to #343047 (closed)

How to set up and validate locally

1. Setup a test migration job:

   module Gitlab
     module BackgroundMigration
       class MyTestMigration
         def perform(*args)
           puts Gitlab::Database::SharedModel.connection
         end
       end
     end
   end

2. Create a coordinator to run jobs and override its connection:

   coordinator = Gitlab::BackgroundMigration::JobCoordinator.for_database(:main)
   coordinator.instance_variable_set(:@connection, 'my connection')

3. Run the job inline and verify the connection:

   coordinator.perform('MyTestMigration', []) # outputs "my connection"

4. Steal the job and verify the connection:

   BackgroundMigrationWorker.perform_in(1.month, 'MyTestMigration')
   coordinator.steal('MyTestMigration') # outputs "my connection"

MR acceptance checklist

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