Parallelize tests

[frances-h]

Use multiple workers to run tests on CI

• Use 2 workers to run tests, can use more but limited by CircleCI CPUs and memory. Can't use pytest xdist auto number of workers because it runs out of memory.
• Have all tests use pytest tmpdir or tmp_path_factory instead of hardcoding local paths

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After creating the pull request: in order to pass the changelog_updated check you will need to update the "Future Release" section of docs/source/changelog.rst to include this pull request.

[rwedge]

Looks good