Use Doctests Directly either in Sphinx or with Pytest

## Problem

We've recently started testing some of our RST doc snippets in the file `tests/integration/user_guide_test.py`. Though testing is much preferred over no testing the main problem is that there is no guarantee that the code being tested is in sync with the documentation being generated. Additionally, overall coverage for these doc-snippets is quite low.

## Solution

Sphinx and python already have a [well known strategy for this](https://www.sphinx-doc.org/en/master/usage/extensions/doctest.html). In particular `cd docs && make doctest` ought to be made to work and then evaluate all of our snippets, giving us confidence that or documentation is correct.

## Dependencies

None

## Urgency

Medium - we want to have greater confidence that our documentation is correct

## Links

* [Python doctests](https://docs.python.org/3/library/doctest.html)
* [Sphinx doctests](https://www.sphinx-doc.org/en/master/usage/extensions/doctest.html)
* [Pytest doctests](https://docs.pytest.org/en/6.2.x/doctest.html)