Standardize uv installation approach in CI workflows

The CI workflow check-lock.yml currently use different approach for installing uv.
We should standardize on using the astral-sh/setup-uv action everywhere.

Instead of running the bash script, we should use astral-sh/setup-uv

Image

This will ensure a consistent installation approach and allow us to reliably pin the uv version across all jobs.

Corresponding PR is ready, just tell me if that's right?