Don't use pickle. Use JSON for stuff you can't represent in HTML forms.
For database connections, large datasets, etc (stuff you can't send off to the browser) use redis.
This is a trade-off between DX and UX. Holding session state means you need sticky session routing, and restarting servers kills your user's sessions. Plus imposing a websocket on your users is a cardinal sin, makes scaling incredibly hard, makes page load times abysmal, makes disconnects a nightmare for both you and your user.
Its fine if you're creating something like stable diffusion web ui though, which is meant to be a single user app.
