Use MDX to ensure the examples in the documentation are runnable

[shonfeder]

While working through the exercises for #769 I noticed a few places where the commands in the examples had strayed from the actual state of the code. Without tests to check this, it can be quite laborious to keep such things in sync.

MDX would be a good fit here, tho I expect that would mean either moving https://github.com/mirage/mirage-skeleton into this repo, or including it as a git sub-module.

I see this was also discussed in #703.

[samoht]

I've started to add mdx support in #817. For now, it's just for lwt-tutorial.md, but it would be nice to add more tutorials!