Update code_checks.sh to check for instances of os.remove
I have included a check for instances of os.remove in the tests folder. This is in line with issue #37095 whereby ensure_clean should be used rather than os.remove.

 A few outstanding questions remain:

- Should this be expanded to search for cases of os.remove elsewhere?

- ~~Cases of `os.remove ` still exist in common.py, test_writers.py, and test_store.py. For some reason, the case in test_store.py is not picked up by this check? Any idea why?~~ _(solved by passing arguments separately rather than as a list)_

- ~~Advice on how to implement this as a pre-commit hook also welcome.~~ _(to be implemented in separate PR)_



- [x] closes #37095 
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry


