Investigate confusing router API

[Joannis]

Adding a middleware to the router only affects routes defined after the middleware was added. I believe this to be confusing behaviour, and believe we should investigate the API design here.

[adam-fowler]

This happens because the current middleware chain is applied at the point the route is added. I actually think this correct. It also provides flexibility in that someone can add middleware, some routes and then add some more middleware that won't be applied to the existing routes. Anyway if we were to stick with this it have to be documented for sure.