use *testing.T.TempDir() in tests

[alessio]

Follow-up of #7128

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Before we can merge this PR, please make sure that all the following items have been
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• Targeted PR against correct branch (see CONTRIBUTING.md)
• Linked to Github issue with discussion and accepted design OR link to spec that describes this work.
• Code follows the module structure standards.
• Wrote unit and integration tests
• Updated relevant documentation (docs/) or specification (x/<module>/spec/)
• Added relevant godoc comments.
• Added a relevant changelog entry to the Unreleased section in CHANGELOG.md
• Re-reviewed Files changed in the Github PR explorer
• Review Codecov Report in the comment section below once CI passes

[amaury1093]

lgtm, also double-checked that here's not other os.TempDir() in the codebase

[codecov]

Codecov Report

Merging #7346 into master will decrease coverage by 0.00%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master    #7346      +/-   ##
==========================================
- Coverage   55.84%   55.84%   -0.01%     
==========================================
  Files         586      586              
  Lines       35967    35967              
==========================================
- Hits        20086    20084       -2     
- Misses      13913    13914       +1     
- Partials     1968     1969       +1