Add support for returning callback from LightningModule.configure_callbacks

[rohitgr7]

What does this PR do?

Fixes: see title

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part of #1

cc @Borda @carmocca @justusschock @awaelchli @ananthsub @ninginthecloud @jjenniferdai

[github-actions]

Build Error! No Linked Issue found. Please link an issue or mention it in the body using #<issue_id>

[github-actions]

Build Error! No Linked Issue found. Please link an issue or mention it in the body using #<issue_id>

[ananthsub]

out of curiosity, what motivates this change?

[rohitgr7]

out of curiosity, what motivates this change?

not a change but an enhancement. although nothing to be specific. Just for consistency and support w.r.t Trainer(callbacks=...)