This issue follows #463 which has a partial implementation in #536.

One additional PR is needed to get #436 into a consistent and complete state for end users. Currently #536 makes changes to Feast Core by adding support for labels to feature sets and features, but it doesn't add support for labels to feature sets in the Python SDK.

The task here is to add this support and update any end-to-end tests that test both the Python SDK and Feast Core w.r.t label metadata.