fix(docs): clarified usage of validation with fine grained responses (aws-powertools#4101)

Co-authored-by: Leandro Damascena <[email protected]>

Author: rubenfonseca

Diff for: docs/core/event_handler/api_gateway.md

@@ -874,6 +874,13 @@ You can use the `Response` class to have full control over the response. For exa
     --8<-- "examples/event_handler_rest/src/fine_grained_responses_output.json"
     ```
 
+???- note "Using `Response` with data validation?"
+    When using the [data validation](#data-validation) feature with `enable_validation=True`, you must specify the concrete type for the `Response` class. This allows the validation middleware to infer the underlying type and perform validation correctly.
+
+    ```python hl_lines="8 26 32"
+    --8<-- "examples/event_handler_rest/src/data_validation_fine_grained_response.py"
+    ```
+
 ### Compress
 
 You can compress with gzip and base64 encode your responses via `compress` parameter. You have the option to pass the `compress` parameter when working with a specific route or using the Response object.

Diff for: examples/event_handler_rest/src/data_validation_fine_grained_response.py

@@ -0,0 +1,39 @@
+from http import HTTPStatus
+from typing import Optional
+
+import requests
+from pydantic import BaseModel, Field
+
+from aws_lambda_powertools import Logger, Tracer
+from aws_lambda_powertools.event_handler import APIGatewayRestResolver, Response, content_types
+from aws_lambda_powertools.logging import correlation_paths
+from aws_lambda_powertools.utilities.typing import LambdaContext
+
+tracer = Tracer()
+logger = Logger()
+app = APIGatewayRestResolver(enable_validation=True)
+
+
+class Todo(BaseModel):
+    userId: int
+    id_: Optional[int] = Field(alias="id", default=None)
+    title: str
+    completed: bool
+
+
+@app.get("/todos/<todo_id>")
+@tracer.capture_method
+def get_todo_by_id(todo_id: int) -> Response[Todo]:
+    todo = requests.get(f"https://jsonplaceholder.typicode.com/todos/{todo_id}")
+    todo.raise_for_status()
+    return Response(
+        status_code=HTTPStatus.OK.value,
+        content_type=content_types.APPLICATION_JSON,
+        body=todo.json(),
+    )
+
+
+@logger.inject_lambda_context(correlation_id_path=correlation_paths.API_GATEWAY_REST)
+@tracer.capture_lambda_handler
+def lambda_handler(event: dict, context: LambdaContext) -> dict:
+    return app.resolve(event, context)