[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