[Client] Test Serialization in a platform independent way.

[ijrsvt]

Why are these changes needed?

• The existing test caused:

• FileNotFound on Windows (because /dev doesn't exist)
• No Error on BuildKite (I assume because the environment allows writing to /dev?)

Related issue number

Checks

• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/master/.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(