Replace sphinx gallery's generate_file_rst call with a wrapper that calls that function but in a subprocess, and remove some things that we added in order to handle files changing global state

I tried using multiprocess.pool and apply async but ran into pickling problems.  I don't understand why this current implementation doesn't have that issue

parallelism got added in some version of sphinx gallery, but it uses joblib, which seems to result in errors (conflicts with functions in subprocess library?  im not sure).  Additionally, it has no effect if you set parallel = 1 (it will not put each file run into its own process and run singly) so you need parallel >= 2, but I'm not sure if there are any tutorials that require being run on their own (ex for memory profiling)

Afaict (although I am not familiar with joblib) the way I do it here is similar to how sphinx gallery does it with job lib but they can wrap the actual call instead of needing to replace the function
https://github.com/sphinx-gallery/sphinx-gallery/blob/dd092a09513ea1d0616ac9e59b8d76d5a8217e4a/sphinx_gallery/gen_rst.py#L594-L608

I also tried to call sphinx once per file in #3351 but there's an over head of ~5 min per file due to sphinx doing extra stuff (generating the html for all the other files?) resulting in taking 2x longer