Shell test(s) for integration testing

Do we want something more formal for shell tests - we have `check_license.sh` but not much else, but there are cases where we'd want to test a tool (for example, PR #357 ) with e.g. `saved_model_cli` and then maybe a few more steps (like building a small C/C++ example, etc)

At minimum we can run such scripts from the CI, of course, but having a nice test infra for shells would help.