Ensure that client-connect files are always deleted

On a long-running, busy server using either a plug-in which hooks into
OPENVPN_PLUGIN_CLIENT_CONNECT or a configuration using --client-connect
a lot of unused files will be lingering and potentially filling up
the file system with temporary files if the plug-in or --client-connect
script fails.

This patch ensures that these files are always removed in the end,
regardless if the plug-in or script succeeds or fails.

Signed-off-by: David Sommerseth <davids@redhat.com>
Acked-by: David Sommerseth <davids@redhat.com>
Message-Id: 20141012195919.GU3738@type
URL: http://thread.gmane.org/gmane.network.openvpn.devel/9104/focus=9118
(cherry picked from commit 7da9d40243e0743e2d050ceb6ae34e467dd58973)