Changes needed to enable Python 3.12

Created by: scarlehoff

We have a number of dependencies that would be blocking us from using Python 3.12:

• The MultiDense layer is not compatible with Tensorflow 2.16 (#1968 (closed)) (fixed in #1975)
• Recommonmark is no longer updated and it breaks for 3.12 due to newer versions of sphinx (https://github.com/NNPDF/nnpdf/issues/1967#issuecomment-1972957899) (in #1708 sphinx is pinned to 5)
• Curio is no longer updated but the version of reportengine we use depends on it.. Might be fixed by moving to dask but there are some small changes in reportengine needed for that https://github.com/NNPDF/reportengine/pull/61

Please add any other issues as you find them.