Pickling error when using cuda in `collate_fn`

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### Bug description

- When I use cuda within the `collate_fn` parameter of the dataloader to pre-process generated data in bulk, and `num_workers > 0`,
- I am required to use the `spawn_ddp` strategy in the trainer
- Then, I get this error:
```
Traceback (most recent call last):
File "/home/myuser/myproject/scripts/../train.py", line 1139, in
trainer.fit(training, data)
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/site-packages/lightning/pytorch/trainer/trainer.py", line 538, in fit
call._call_and_handle_interrupt(
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/site-packages/lightning/pytorch/trainer/call.py", line 46, in _call_and_handle_interrupt
return trainer.strategy.launcher.launch(trainer_fn, *args, trainer=trainer, **kwargs)
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/site-packages/lightning/pytorch/strategies/launchers/multiprocessing.py", line 136, in launch
process_context = mp.start_processes(
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/site-packages/torch/multiprocessing/spawn.py", line 268, in start_processes
idx, process, tf_name = start_process(i)
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/site-packages/torch/multiprocessing/spawn.py", line 263, in start_process
process.start()
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/multiprocessing/process.py", line 121, in start
self._popen = self._Popen(self)
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/multiprocessing/context.py", line 288, in _Popen
return Popen(process_obj)
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/multiprocessing/popen_spawn_posix.py", line 32, in __init__
super().__init__(process_obj)
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/multiprocessing/popen_fork.py", line 19, in __init__
self._launch(process_obj)
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/multiprocessing/popen_spawn_posix.py", line 47, in _launch
reduction.dump(process_obj, fp)
File "/home/myuser/anaconda3/envs/myproject/lib/python3.10/multiprocessing/reduction.py", line 60, in dump
ForkingPickler(file, protocol).dump(obj)
AttributeError: Can't pickle local object 'TorchGraph.create_forward_hook..after_forward_hook'
```
- Removing the line `wandb_logger.watch(training)` fixes the problem

### What version are you seeing the problem on?

v2.4

### How to reproduce the bug

_No response_

### Error messages and logs

```
# Error messages and logs here please
```

### Environment

Current environment

```
#- PyTorch Lightning Version (e.g., 2.4.0): 2.4.0
#- PyTorch Version (e.g., 2.4): 3.10.15
#- Python version (e.g., 3.12): 3.10
#- OS (e.g., Linux): Linux
#- CUDA/cuDNN version: 12.4/11.5
#- GPU models and configuration: 1xRTX 3090
#- How you installed Lightning(`conda`, `pip`, source): `conda`
```

### More info

_No response_

Start by isolating the reported combination of collate_fn using CUDA, num_workers > 0, spawn_ddp, and wandb_logger.watch(training). Inspect the multiprocessing launch path and TorchGraph.create_forward_hook mentioned in the traceback to determine what cannot be pickled; done means the setup runs without the reported AttributeError.

Written by the indexing model from the issue text.