BUG: Tests that don't pass if MUMPs is not installed

[JDBetteridge]

Describe the bug
This issue is to document failing tests.
Some Firedrake tests fail without MUMPS installed:

tests/demos/test_demos_run.py::test_demo_runs[netgen_mesh.py.rst]
tests/multigrid/test_embedded_transfer.py::test_riesz_parallel
tests/regression/test_adjoint_operators.py::test_3325
tests/regression/test_fs_caching.py::test_meshes_collected
tests/regression/test_helmholtz_serendipity.py::test_firedrake_helmholtz_on_quadrilateral_mesh_from_file_parallel
tests/regression/test_helmholtz_serendipity.py::test_firedrake_helmholtz_parallel
tests/regression/test_l2pullbacks.py::test_firedrake_helmholtz_mixed_l2pullbacks[BDM-2-tri-False-2.9]
tests/regression/test_l2pullbacks.py::test_firedrake_helmholtz_mixed_l2pullbacks[RT-2-tri-False-2.9]
tests/regression/test_l2pullbacks.py::test_firedrake_helmholtz_mixed_l2pullbacks[RT-2-tri-True-2.9]
tests/regression/test_l2pullbacks.py::test_firedrake_helmholtz_mixed_l2pullbacks_sphere[BDM-2-tri-1-False-1.9]
tests/regression/test_l2pullbacks.py::test_firedrake_helmholtz_mixed_l2pullbacks_sphere[BDM-2-tri-1-True-1.9]
tests/regression/test_l2pullbacks.py::test_firedrake_helmholtz_mixed_l2pullbacks_sphere[RT-2-tri-1-False-1.9]
tests/regression/test_l2pullbacks.py::test_firedrake_helmholtz_mixed_l2pullbacks_sphere[RT-2-tri-1-True-1.9]
tests/regression/test_netgen.py::test_alfeld_stokes_netgen
tests/regression/test_netgen.py::test_firedrake_Poisson_netgen_parallel

Steps to Reproduce
Steps to reproduce the behavior:

1. Install PETSc with defaults minus MUMPs and scalapack
2. Build Firedrake against that PETSc (requires manually hacking the install script at the moment)
3. Run the Firedrake test suite

Expected behavior
Not sure which of these tests truly need MUMPS!

Error message
These tests all fail

Environment:
N/A

Additional Info
N/A