PARQUET-2421: Test delete temp files

[amousavigourabi]

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[wgtmac]

Just curious: why closed?

[amousavigourabi]

Just curious: why closed?

I made the PR a bit too soon, it still had some issues with deleting stuff timely in one fixture. Didn't have the time to fix it quickly and didn't want anyone to waste precious reviewing time on it in this incomplete state for now😅