[CI] Actions should only pull go deps once

[gregdhill]

In a couple of the test steps that require docker builds we pull in our go dependencies twice. We should ideally vendor these first and reuse to speed up the pipeline.

[deepakchethan]

According to actions/setup-go. It automatically caches go, which can be seen here. So doesn't vendoring this first make it redundant?

[gregdhill]

Correct, however this unfortunately is not the case with our docker build steps which do not share this cache.