ci: Pin GHA to a full length commit SHA; add permissions; add CodeQL check

[FBruzzesi]

Description

Another follow up on #3572 after the results of running such workflow. This PR:

• Uses pinact CLI to pin actions to a full length commit SHA. To replicate, once installed, run pinact run -u
• Add workflows permissions - I might have missed some
• Add a new workflow with CodeQL code scanning (adapted from the numpy one). CodeQL is free for public GitHub projects

What type of PR is this? (check all applicable)

• 💾 Refactor
• ✨ Feature
• 🐛 Bug Fix
• 🔧 Optimization
• 📝 Documentation
• ✅ Test
• 🐳 Other

[github-advanced-security]

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