Modernize `pytest` temporary directory handling

[ethanholz]

Is your feature request related to a problem? Please describe.

pytest migrated from using tmp_dir to tmp_path in more recent versions of pytest (for more info see here). I adopted this in the work done in #690. We should try and make it more uniform for the rest of the tests.

Describe the solution you'd like

This should be fairly easy to swap, you can run pytest -p no:legacypath which will trigger an error on outdated convention. See here for more info.

Describe alternatives you've considered

We can keep it the same, but it would be nice to make things more uniform.

[ethanholz]

Pinging @atravitz for visibility.