expand docs on testing locally

[jameslamb]

I relied on some miminal local testing + the PR docs preview to test the changes in #654

Those changes did not interact well with the 25.08 release, and had to be reverted: #658

On #657, I'm touching the same code paths (the downloads from S3 and post-processing) and this time found myself wanting much more thorough testing.

I've found a pattern that's working well for me. This proposes adding it to CONTRIBUTING.md, so others can repeat that testing in the future.

Notes for Reviewers

How I tested this

Locally, on my arm64 (M2) Mac.

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[jameslamb]

Thanks for reviewing! Hope this will be helpful for folks.