[TODO] Replace `tests/gen_pickles.py` with a pytest plugin

The idea is simple:

• Make a session-scoped fixture in tests/conftest.py
• Move the logic from gen_pickles.py there and generate the pickles in a tmppath-provided dir
• Integrate that into the pickling tests
• Delete tests/gen_pickles.py and the pickle files in the tests/ dir
• Bonus points: keep pickles in-memory, so they don't hit the disk
• Bonus 2: check if a session fixture is needed and switch to the normal function scope, if not