Fix sending and receiving of events from ESM components

[philippjfr]

The handling of sending and receiving of events on ESM components had some glaring holes, which are fixed here.

• Add tests
• Add docs

[codecov]

Codecov Report

Attention: Patch coverage is 88.88889% with 5 lines in your changes missing coverage. Please review.

Project coverage is 82.25%. Comparing base (2b0b90e) to head (f5173aa).
Report is 3 commits behind head on main.

Files with missing lines	Patch %	Lines
panel/custom.py	80.00%	4 Missing ⚠️
panel/tests/ui/test_custom.py	95.23%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #7257      +/-   ##
==========================================
+ Coverage   82.23%   82.25%   +0.01%     
==========================================
  Files         337      337              
  Lines       50258    50293      +35     
==========================================
+ Hits        41332    41366      +34     
- Misses       8926     8927       +1     

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