Improve DLL-redirection by using `.local` files

[Porges]

In #3032 we attempted to address a timing issue with KnownDll overrides. There might be a better way by using .local files: https://learn.microsoft.com/en-us/windows/win32/dlls/dynamic-link-library-redirection#how-to-redirect-dlls-for-unpackaged-apps

We should be able to do this unconditionally on Windows (I can't think of any cases where you'd want a system DLL to override an explicitly user-provided one), which would remove the need for the example setup.ps1 file as well.

#AB152694