Docker image size optimization

[AndreMiras]

Current docker compressed image size is 2G (4.26G uncompressed). Trying to optimize it would also benefit to #2009 as we may pull more often to it.
Squashing layers together and deleting cache files e.g. pip, apt, download archives should be a huge helper to begin with.
Edit:
Squashing layers and deleting cache files is mostly addressed in #2008
Another thing to look at is multi-stage build. We could for instance have a lighter image for the CI while still providing a complete image with all dependencies for development use.