Re-Generate legend, through apply_callback/Apply

If there is a legend, it is re-generated when "Apply" is clicked.
See Issue #2934:
Might have side effects.
https://github.com/matplotlib/matplotlib/issues/2934
tacaswell: "However this will clobber any legend that is not the auto-magically generated one so it should probably also get a tick box to enable/disable the updating of the legend."
Tick box not included.