Valgrind testing

[JelteF]

Postgres has some built in valgrind support (which makes valgrind know about palloc and some more things). You have to set -DUSE_VALGRIND in CFLAGS (and I guess maybe CXXFLAGS) when runinng ./configure.

This would be very useful to do this to find issues like #213 more easily.

[Tishj]

#213 was an allocation made with just malloc (wrapped by duckdb_malloc but under the hood that's just malloc)
Never the less still good to add this for sure 👍

[shivampr]

@JelteF Can I pick this?

[JelteF]

Yes please