UDP sockets can be "connected" to filter packets from a specific source.
In case of a bound socket (e.g. server), a new socket can be created on
the same address/port that will receive all packets that are not
filtered by a more specific socket (e.g. the previously connect socket).

This way, a UDPServer can listen to new packets, and return a new
PacketPeerUDP when receiving one, knowing that is a "new client".