Add locals option to runPython and runPythonAsync. 
### Checklists

- [x] Add a [CHANGELOG](https://github.com/pyodide/pyodide/blob/main/docs/project/changelog.md) entry
- [x] Add / update tests
- [x] Add new / update outdated documentation

import sys
from pathlib import Path

sys.path.append(str(Path(__file__).parents[2] / "tools"))

from pytest_wrapper import remove_num_threads_option


def test_find_imports():
    args = ["-v", "-n", "3"]
    remove_num_threads_option(args)
    assert args == ["-v"]

    args = ["-v", "-n", "3", "-k", "firefox"]
    remove_num_threads_option(args)
    assert args == ["-v", "-k", "firefox"]

import sys
from pathlib import Path

sys.path.append(str(Path(__file__).parents[2] / "tools"))

from pytest_wrapper import remove_num_threads_option


def test_find_imports():
    args = ["-v", "-n", "3"]
    remove_num_threads_option(args)
    assert args == ["-v"]

    args = ["-v", "-n", "3", "-k", "firefox"]
    remove_num_threads_option(args)
    assert args == ["-v", "-k", "firefox"]
