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



`--exclude` doesn't take a list, I think you'll have to pass multiple arguments
```
 --exclude 'common.py' --exclude 'test_writers.py' 
```

----

pre-commit can be done in a separate PR actually, don't worry about it here Perhaps it makes sense to filter the search for os.remove to specifically exclude the cases where it occurs currently, rather than exclude the whole files? If so any suggestions on preferred ways to achieve this? thanks @jnecus 