Add CI tests for building individual packages

[notmandatory]

Describe the enhancement

As described in #1017 it's possible in the build-test job for --no-default-features and --all-features tests to pass, but building individual packages can still fail.

To make sure this doesn't happen again we should test building each package individually with default, --all-features, and --no-default-features.

Use case

Catch broken feature configurations sooner.