Reduce the number of created connections

[gnn]

Fixes #799.

Before merging into dev-branch, please make sure that

• [ ] the CHANGELOG.rst was updated.
• [ ] new and adjusted code is formated using black and isort.
• [ ] the Dataset-version is updated when existing datasets are adjusted.
• [ ] the branch was merged into the current "continuous-integration/run-everything"-branch.
• [ ] the workflow is running successful in Test mode.
• [ ] the workflow is running successful in Everything mode.

[gnn]

Turns out, one doesn't have to do it all at once. Instead a small start would've been enough to at least mitigate the issue. Therefore, I'll probably abandon this PR and move it to smaller PRs. See #1062 for a start.