First finetuning job in a new project (or org) has to be created manually

[johny-b]

Roughly, the reason is:

• For a given API key, there's no way to determine via OpenAI API which org/project it belongs to. Which is pretty dumb imo.
• Currently the workaround is "get any finetuning job for that key, get org id for that finetuning job"
• But this works only when there is any finetuning job
• Currently code assumes we have org_id for an api key (and uses it to e.g. verify if the file is already uploaded)

It should be possible to refactor the code so that this works.
But also is not really important. I'll add a clear error message.