Nanny.close should gracefully close worker

Currently `Nanny.close` just terminates the worker process. Probably it should send a close signal

```python
future = self.rpc(self.worker_address).terminate(nanny=False)
```

And then wait on that future for a suitable time

```python
with ignoring(gen.TimeoutError):
yield gen.with_timeout(timedelta(seconds=timeout/2), future)
```

I'm not sure that this gets the job done though. When I tried this there were still some lingering comms around.