Add linting for cython code to the CI/CD
Should probably do #594 (closed) first
Same reasoning, it will save time and credits by adding a linting step before compiling (only if it detects errors faster than actually just compiling finesse).
We could possibly use cython-lint if it works for cython3 (it is already used by scipy, so probably it will).
Another option would cythonizing without actually compiling, just cythonizing it and see if cython complains. This would require some setup locally to not pollute the source directory