[SPARK-5363] Fix bug in PythonRDD: remove() inside iterator is not safe

Removing elements from a mutable HashSet while iterating over it can cause the
iteration to incorrectly skip over entries that were not removed. If this
happened, PythonRDD would write fewer broadcast variables than the Python
worker was expecting to read, which would cause the Python worker to hang
indefinitely.

Author: Davies Liu <davies@databricks.com>

Closes #4776 from davies/fix_hang and squashes the following commits:

a4384a5 [Davies Liu] fix bug: remvoe() inside iterator is not safe