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MAINT: enforce safe_file_dump

Colm Talbot requested to merge use-safe-file-dump into master

We have a utility function to safely write pickle dumped files that wasn't being used most of the time. I went through and made sure all calls to dill.dump or pickle.dump work this way.

A user recently commented that a job was failing due to a pickle dump error in marginalized parameter reconstruction. This should resolve that.

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