CI: add type checking (#10997)

* Set up type checking with mypy.

* Make mypy pass.

* Use list() instead of sorted().

plugins/callback/dense.py

@@ -485,4 +485,4 @@ class CallbackModule(CallbackModule_default):
 
 # When using -vv or higher, simply do the default action
 if display.verbosity >= 2 or not HAS_OD:
-    CallbackModule = CallbackModule_default
+    CallbackModule = CallbackModule_default  # type: ignore