Fixes for dagster-mysql local runs

Summary:

• don't re-create the docker-compose file on each test, that is slow
• add a new connection error to the set of errors we retry on

Test Plan: BK, run dagster-mysql locally

Reviewers: sidkmenon, alangenfeld, prha

Reviewed By: sidkmenon

Differential Revision: https://dagster.phacility.com/D8268