Parallelize builds for CI

Our build process is CMake, which generates build files such as Make

Make builds sequentially by default. We can parallelize it with the `-j` flag to specify how many threads to use. I would like for the number of threads to be queried automatically based on the number of threads available, so we would probably have it like `-j SOME_VARIABLE`

Alternatively, CMake can also generate Ninja files, which parallelizes automatically. The issue is that the runners don't have Ninja installed natively. Last time I tried, downloading and installing Ninja to use ended up not saving any time. Is there a way to install and cache this dependency, so we don't have to install it everytime?