Improve the documentation for BLS (triton-inference-server#248)

* Improve the documentation for BLS

* Address comment

* Address comment

Co-authored-by: Iman Tabrizian <iman.tabrizian@gmail.com>

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Co-authored-by: Iman Tabrizian <iman.tabrizian@gmail.com>

README.md

@@ -877,8 +877,10 @@ Scripting (BLS)*.
 
 Starting from 21.08, you can implement BLS in your Python model. A new set of
 utility functions allows you to execute inference requests on other models
-being served by Triton as a part of executing your Python model. Example below
-shows how to use this feature:
+being served by Triton as a part of executing your Python model. Note that BLS
+should only be used inside the `execute` function and is not supported
+in the `initialize` or `finalize` methods. Example below shows how to use this
+feature:
 
 ```python
 import triton_python_backend_utils as pb_utils