TST/CLN: replace %s formatting syntax with .format in tests
xref #16130
thanks @simonjayhawkins 

are we in a position to code_check and fail for the old format? > are we in a position to code_check and fail for the old format?

i've only done the test directory here. we could start with a code check covering just that? > > are we in a position to code_check and fail for the old format?
> 
> i've only done the test directory here. we could start with a code check covering just that?

sure, though I think *most* of the codebase is good actually, but happy to start having a check and can expand it later.