Add a script to execute all CI checks locally

[thanethomson]

Description

At present, it's possible to run all CI checks locally, but this requires manually executing each command separately. We should automate this.

Definition of "done"

1. When we have a script somewhere easily accessible in the repo that executes all the same checks that our CI does.
2. When we have comments in every workflow under the .github directory that acts as reminders to update the local CI test script whenever updating/adding workflows, as well as in the contributing guidelines.