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.

[oleonardolima]

I gave it a try, and it doesn't seem each package can be built with --no-default-features, at least is not the case for bdk_wallet because of miniscript std/no-std requirement, see https://github.com/bitcoindevkit/bdk/actions/runs/10565729093/job/29270897594?pr=1575

[oleonardolima]

Oh, I guess that's the reason we have the check-no-std job :think:

[notmandatory]

I think we won't be able to fix this issue until rust-bitcoin/rust-miniscript#681 is done.