Add dependency review action to CI pipeline

**Describe the task**
Dependabot only tells us our security vulns in our current codebase, this action prevents introducing them as a code review action.

**Acceptance Criteria**
- [ ] Update our CI pipeline to run the dependency review action

**Additional context**
- Add any other context about the task here.
- Or here

Start by inspecting the repository's CI workflow files to find the pipeline that should run on code review. Add the dependency review action there and verify that the workflow runs successfully for dependency changes, satisfying the acceptance criterion.

Written by the indexing model from the issue text.