Review Julia action in CI workflow as it seems caching does not work as we expect

[cderv]

[cderv]

I was looking into that in

• gha - adapt cache saving to new actions/cache@v4 #12108

It seems to be working, but with new V2 cache API in Github Action, it is creating lots of warning

• Cache is now immutable
• All matrix jobs is trying to save a cache with same key but only one succeed, other errors (which is expected).
• We don't want to save a cache by buckets run because it would be too much (a cache for Julia is 300MB it seems).

Maybe not using the julia-actions/cache and do our own caching will be a solution.

I'll think about it.