Start testing GIL-free python

[alxmrs]

GIL-free python is coming! https://py-free-threading.github.io/

We should start testing how this package works without a GIL, say via integration tests. Is this package thread safe?

[tylere]

Why is this a bug, rather than an enhancement or process?

[jdbcode]

In triaging we considered it a reliability concern. I suppose it could be process, preemptive bug 🐛