[CI] Add valgrind run to CI test suite

[YannickJadoul]

Reminder to work on adding a (or multiple?) valgrind run to the CI, to catch memory issues sooner. Potentially, we could think about some sanitizers as well?

[bstaletic]

python -c 'import pybind11_tests' leaks this thing: https://github.com/pybind/pybind11/blob/master/include/pybind11/pybind11.h#L1320