zmq authenticator often hangs

folker reports on irc that the ThreadAuthenticator often hangs.

< folker> we have currently some problems that the code stalls somewhere at authenticator = ThreadAuthenticator(self._factory.context) and the next line
< folker> funny thing is, if I put a short sleep between these lines, everything works
< folker> without the sleep it sometimes works and sometimes it doesn't

(from redmine: created on 2015-10-16, closed on 2016-03-31, relates #7918 (closed))