mnist: avoid concurrent MNIST downloads under mp.spawn

[lordaarush]

This example downloads MNIST inside mp.spawn worker processes.
On a fresh run, multiple processes may attempt to download and
verify the dataset concurrently, which can lead to nondeterministic
checksum failures (e.g. "File not found or corrupted").

This PR downloads MNIST once in the main process before spawning
workers, and disables downloading inside workers. This avoids
the race condition while keeping behavior unchanged for users
who already have the dataset.
Fixes #1403

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