Systematically dealing with TODOs

[penelopeysm]

cf. https://github.com/TuringLang/Turing.jl/pull/2347#discussion_r1793176349

We have a number of TODOs in the source code (52 in current Turing.jl master), all presumably tracking some sort of issue, many with usernames attached. It would be great to convert them into e.g. GitHub issues so that we can track them more systematically, e.g. using https://github.com/marketplace/actions/track-todo-action